dqrng
Fast Pseudo Random Number Generators
Last update: 29 November 2023
Software version identifier: 0.3.0, 0.0.2, 0.0.3, 0.0.4, 0.0.5, 0.1.0, 0.1.1, 0.2.0, 0.2.1, 0.3.1, 0.3.2
Copyright license: GNU Affero General Public License, version 3.0, File License
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>). 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'.
