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Several fast random number generators are provided as C++ header only libraries: The PCG family by O'Neill (2014 <https://www.cs.hmc.edu/tr/hmc-cs-2014-0905.pdf>) as well as the Xoroshiro / Xoshiro family by Blackman and Vigna (2021 <doi:10.1145/3460772>). In addition fast functions for generating random numbers according to a uniform, normal and exponential distribution are included. The latter two use the Ziggurat algorithm originally proposed by Marsaglia and Tsang (2000, <doi:10.18637/jss.v005.i08>). The fast sampling methods support unweighted sampling both with and without replacement. These functions are exported to R and as a C++ interface and are enabled for use with the default 64 bit generator from the PCG family, Xoroshiro128+/++/** and Xoshiro256+/++/** as well as the 64 bit version of the 20 rounds Threefry engine (Salmon et al., 2011, <doi:10.1145/2063384.2063405>) as provided by the package 'sitmo'.
Version: | 0.4.1 |
Depends: | R (≥ 3.5.0) |
Imports: | Rcpp (≥ 0.12.16) |
LinkingTo: | Rcpp, BH (≥ 1.64.0-1), sitmo (≥ 2.0.0) |
Suggests: | BH, testthat, knitr, rmarkdown, mvtnorm (≥ 1.2-3), bench, sitmo |
Published: | 2024-05-28 |
DOI: | 10.32614/CRAN.package.dqrng |
Author: | Ralf Stubner |
Maintainer: | Ralf Stubner <ralf.stubner at gmail.com> |
BugReports: | https://github.com/daqana/dqrng/issues |
License: | AGPL-3 |
URL: | https://daqana.github.io/dqrng/, https://github.com/daqana/dqrng |
NeedsCompilation: | yes |
Materials: | README NEWS |
In views: | Distributions, HighPerformanceComputing |
CRAN checks: | dqrng results |
Reference manual: | dqrng.pdf |
Vignettes: |
C++ API Fast Pseudo Random Number Generators for R Parallel RNG usage Fast sampling methods |
Package source: | dqrng_0.4.1.tar.gz |
Windows binaries: | r-devel: dqrng_0.4.1.zip, r-release: dqrng_0.4.1.zip, r-oldrel: dqrng_0.4.1.zip |
macOS binaries: | r-release (arm64): dqrng_0.4.1.tgz, r-oldrel (arm64): dqrng_0.4.1.tgz, r-release (x86_64): dqrng_0.4.1.tgz, r-oldrel (x86_64): dqrng_0.4.1.tgz |
Old sources: | dqrng archive |
Reverse imports: | DelayedRandomArray, DropletUtils, FunChisq, greeks, GridOnClusters, HDMAADMM, PCAtools, rnndescent, scran, tetragon |
Reverse linking to: | DelayedRandomArray, dexter, DropletUtils, melt, PCAtools, rnndescent, scran, uwot |
Reverse suggests: | AdaptGauss, SpaDES.tools |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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