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: NA
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: 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:

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