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 <[email protected]>
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/
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.