Description Details Author(s) See Also
A R package providing C/C++/R interface to the SFMT Pseudo Randomn Generator based on the original implementation
The SFMT is a very fast RNG, so suitable for High Performance Computing tasks, which by nature must be implemented in C/C++. This package provides an implementation of this RNG based on the original implementation and provides R/C/C++ interfaces to help R developers using this RNG for their purposes. The implementation is suitable for use in multi-threaded code, e.g. with OpenMP.
Petr Savicky Karl Forner
Maintainer: Karl Forner <karl.forner@gmail.com>
the SFMT homepage, home of the original implementation: http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/
Comments on random numbers in R http://www2.cs.cas.cz/~savicky/randomNumbers/
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