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:
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