Rng function

Random numbers generation

Random number generation with the Gnu Scientific Library, as per the reference manual section 17

rng_alloc(type)
rng_clone(r)
rng_name(r)
rng_max(r)
rng_min(r)
rng_set(r, seed)
rng_get(r, length)
rng_uniform(r, length)
rng_uniform_int(r, N, length)
rng_uniform_pos(r, length)

Arguments

• type: In function rng_alloc(), type of random number generator. This argument is taken to be a character string which is matched to the names of the random number generators given in the GSL manual section 17.9, with the initial ‘gsl_rng_’ removed (for example, to use generator gsl_rng_ranlux, set type to ranlux). Partial matching is used; a null string is interpreted as mt19937.
• r: Instance of a random number generator. Generate this using function rng_alloc().
• seed: Random number seed
• length: Length of vector of random numbers to create
• N: In function rng_uniform_int(), upper bound of uniform distribution

Details

These are wrappers for the random number generator functions from the GSL https://www.gnu.org/software/gsl/ with arguments corresponding to those from the library. Calling rng_free is not necessary as R performs garbage collection automatically.

The functions that return random numbers (rng_get, rng_uniform, rng_uniform_int, rng_uniform_pos) take an extra argument that specifies the length of the vector of random numbers to be returned.

Returns

Function rng_alloc() returns an external pointer to a GSL random number generator.

References

https://www.gnu.org/software/gsl/

Author(s)

Max Bruche

Examples

r <- rng_alloc("cmrg")
rng_set(r, 100)
rng_uniform(r, 10)