Glancing over the RcppArmadillo code, theAlt RNG setup directly uses R's RNG for uniform (e.g.Rf_runif(). However, the extension code ininst/RcppArmadilloExtension/sample.h does not.

So, likely this will need a patch that mirrors what is available inBase R. c.f. Implementation changes.

• Rejection sampling routine
• Implementation ofR_unif_rand() in existingR code
• Walker sampling changes

This will likely be needed withRcpp's local variant as well designed by@nathan-russell.