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 Xoroshiro128+ and Xoshiro256+ by Blackman and Vigna (2018 <arXiv:1805.01407>). 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>). These functions are exported to R and as a C++ interface and are enabled for use with the 64 bit version of the Mersenne-Twister by Matsumoto and Nishimura (1998 <doi:10.1145/272991.272995>), the default 64 bit generator from the PCG family as well as Xoroshiro128+ and Xoshiro256+.

Version: 0.0.4
Depends: R (≥ 3.1.0)
Imports: Rcpp (≥ 0.12.16)
LinkingTo: Rcpp, BH (≥ 1.64.0-1)
Suggests: testthat, knitr, rmarkdown, covr
Published: 2018-06-08
Author: Ralf Stubner [aut, cre], daqana GmbH [cph], David Blackman [ctb], Melissa O'Neill [ctb], Sebastiano Vigna [ctb]
Maintainer: Ralf Stubner <ralf.stubner at daqana.com>
BugReports: https://github.com/daqana/dqrng/issues
License: AGPL-3 | file LICENSE
URL: https://www.daqana.org/dqrng
NeedsCompilation: yes
Materials: README NEWS
In views: HighPerformanceComputing
CRAN checks: dqrng results

Downloads:

Reference manual: dqrng.pdf
Vignettes: Fast Pseudo Random Number Generators for R
Parallel RNG usage
Package source: dqrng_0.0.4.tar.gz
Windows binaries: r-devel: dqrng_0.0.4.zip, r-release: dqrng_0.0.4.zip, r-oldrel: dqrng_0.0.4.zip
OS X binaries: r-release: dqrng_0.0.4.tgz, r-oldrel: dqrng_0.0.3.tgz
Old sources: dqrng archive

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