R/pseudoRNG.R

In pseudoRNG: Package for pseudo random number generation.

## 
# @file  pseudoRNG.R
# @brief R file for all pseudo RNGs
#
# @author Christophe Dutang
# @author Petr Savicky 
#
#
# Copyright (C) 2009, Christophe Dutang, 
# Petr Savicky, Academy of Sciences of the Czech Republic. 
# All rights reserved.
#
# The new BSD License is applied to this software.
# Copyright (c) 2009 Christophe Dutang, Petr Savicky. 
# All rights reserved.
#
#      Redistribution and use in source and binary forms, with or without
#      modification, are permitted provided that the following conditions are
#      met:
#      
#          - Redistributions of source code must retain the above copyright
#          notice, this list of conditions and the following disclaimer.
#          - Redistributions in binary form must reproduce the above
#          copyright notice, this list of conditions and the following
#          disclaimer in the documentation and/or other materials provided
#          with the distribution.
#          - Neither the name of the Academy of Sciences of the Czech Republic
#          nor the names of its contributors may be used to endorse or promote 
#          products derived from this software without specific prior written
#          permission.
#     
#      THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
#      "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
#      LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
#      A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT
#      OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
#      SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
#      LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
#      DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
#      THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
#      (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
#      OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
#  
#
#############################################################################
### pseudo random generation
###
###			R functions
### 


### set the seed ###

setSeed <- function(seed)
	invisible( .Call("doSetSeed", seed) )


### pseudo random generation ###

congruRand <- function(n, dim = 1, mod = 2^31-1, mult = 16807, incr = 0, echo)
{
        if(!is.numeric(n) || any(n <=0))
                stop("invalid argument 'n'")
        if(!is.numeric(dim) || length(dim) !=1 || any(dim <= 0))
                stop("invalid argument 'dim'")
        if(!is.numeric(mod) || length(mod) !=1)
                stop("invalid argument 'mod'")
        if(!is.numeric(mult) || length(mult) != 1 || mult > mod || mult < 0)
                stop("invalid argument 'mult'")
        if(!is.numeric(incr) || length(incr) != 1 || incr > mod || incr < 0)
                stop("invalid argument 'incr'")    
           
        if(missing(echo))
                echo <- FALSE
    
        if(length(n) > 1)
                res <- .Call("doCongruRand", length(n), dim, mod, mult, incr, echo)
        else
                res <- .Call("doCongruRand", n, dim, mod, mult, incr, echo)	
        if(dim == 1)    
                as.vector(res)
        else
                as.matrix(res)
}

SFMT <- function(n, dim = 1, mexp = 19937, usepset = TRUE, usetime = FALSE)
{    
        if(n <0 || is.array(n))
                stop("invalid argument 'n'")
        if(dim < 1 || length(dim) >1)
                stop("invalid argument 'dim'")
        if(!is.numeric(mexp))
                stop("invalid argument 'mexp'")
        if(!is.logical(usepset))
                stop("invalid argument 'usepset'")
        
        authorizedParam <- c(607, 1279, 2281, 4253, 11213, 19937, 44497, 86243, 132049, 216091)
        
        if( !(mexp %in% authorizedParam) )
                stop("'mexp' must be in {607, 1279, 2281, 4253, 11213, 19937, 44497, 86243, 132049, 216091}. ")
    
    
        if(length(n) > 1)
                res <- .Call("doSFMersenneTwister", length(n), dim, mexp, usepset)
        else
                res <- .Call("doSFMersenneTwister", n, dim, mexp, usepset)	
    
        if(dim == 1)
                as.vector(res)
        else
                as.matrix(res)
}
 
WELL <- function(n, dim = 1, order = 512, temper = FALSE, version = "a")
{	
    if(n <0 || is.array(n))
        stop("invalid argument 'n'")
    if(dim < 1 || length(dim) >1)
            stop("invalid argument 'dim'")
    if(!is.numeric(order))
            stop("invalid argument 'order'")
    if( !(order %in% c(512, 521, 607, 800, 1024, 19937, 21701, 23209, 44497) ) )
            stop("'order' must be in {512, 521, 607, 800, 1024, 19937, 21071, 23209, 44497}.")
    if( !(version %in% c("a", "b") ) )
            stop("'version' must be either 'a' or 'b'.")

    if(!is.logical(temper))
        stop("invalid argument 'temper'")
    if(temper && order %in% c(512, 521, 607, 1024))
        stop("tempering impossible")
    
    zeversion <- 0
    if(version == "a")
        zeversion <- 1
    if(version == "b")
        zeversion <- 2
    if(zeversion == 0)
        stop("wrong version for WELL RNG")
    if(version == "b" && order %in% c(512,  21701) ) 
        stop("this WELL RNG does not have a 'b' version")
    
    if(length(n) > 1)
        res <- .Call("doWELL", length(n), dim, order, temper, zeversion)
    else
        res <- .Call("doWELL", n, dim, order, temper, zeversion)	
    

    
    if(dim == 1)
        as.vector(res)
    else
        as.matrix(res)
}

knuthTAOCP <- function(n, dim = 1)
{
    if(n <0 || is.array(n))
        stop("invalid argument 'n'")
    if(dim < 1 || length(dim) >1)
        stop("invalid argument 'dim'")
    
    if(length(n) > 1)
        res <- .Call("doKnuthTAOCP", length(n), dim)
    else
        res <- .Call("doKnuthTAOCP", n, dim)	
    
    if(dim == 1)
        as.vector(res)
    else
        as.matrix(res)
}