Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Random Uniform Number Generator using base R
Random Uniform Number Generator with sitmo
sitmo: Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header ...
Example RNG Draws with sitmo
Example Seed Set and RNG Draws with sitmo
Example Seed Set and RNG Draws with sitmo
Test Generation using sitmo and C++11
Two RNG engines running side-by-side
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel environment. In addition, there is a generator for one dimensional low-discrepancy sequence. The objective of this library to consolidate the distribution of the 'sitmo' (C++98 & C++11), 'threefry' and 'vandercorput' (C++11-only) engines on CRAN by enabling others to link to the header files inside of 'sitmo' instead of including a copy of each engine within their individual package. Lastly, the package contains example implementations using the 'sitmo' package and three accompanying vignette that provide additional information.
Useful links