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 [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 [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.html ,dqrng.pdf |
| Vignettes: | C++ API (source) Fast Pseudo Random Number Generators for R (source,R code) Parallel RNG usage (source,R code) Fast sampling methods (source,R code) |
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,dmGsea,dream,DropletUtils,FunChisq,greeks,GridOnClusters,HDMAADMM,rnndescent,scran,tetragon |
| Reverse linking to: | bgms,DelayedRandomArray,dexter,DropletUtils,melt,rnndescent,scran,SVP,uwot |
| Reverse suggests: | AdaptGauss,SpaDES.tools |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=dqrngto link to this page.