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dqrng: Fast Pseudo Random Number Generators

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 ORCID iD [aut, cre], daqana GmbH [cph], David Blackman [cph] (Xoroshiro / Xoshiro family), Melissa O'Neill [cph] (PCG family), Sebastiano Vigna [cph] (Xoroshiro / Xoshiro family), Aaron Lun [ctb], Kyle Butts [ctb], Henrik Sloot [ctb], Philippe Grosjean ORCID iD [ctb]
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

Documentation:

Reference manual: dqrng.pdf
Vignettes: C++ API
Fast Pseudo Random Number Generators for R
Parallel RNG usage
Fast sampling methods

Downloads:

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 dependencies:

Reverse imports: colorrepel, 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

Linking:

Please use the canonical form https://CRAN.R-project.org/package=dqrng to link to this page.

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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