Dear R users, A new package, dqrng, is available on CRAN: 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+. Using the provided RNGs from R is deliberately similar to using R?s build-in RNGs: library(dqrng) dqRNGkind("Xoroshiro128+") dqset.seed(42) dqrunif(5, min = 2, max = 10) #> [1] 4.498747 9.647875 5.232044 6.176499 8.453008 dqrexp(5, rate = 4) #> [1] 0.5520084 0.1982174 0.3281557 0.1913137 0.7544450 They are quite a bit faster, though: N <- 1e7 system.time(rnorm(N)) #> user system elapsed #> 0.650 0.005 0.654 system.time(dqrnorm(N)) #> user system elapsed #> 0.059 0.012 0.072 Greetings Ralf
Ralf Stubner Senior Software Engineer / Trainer daqana GmbH Dortustra?e 48 14467 Potsdam T: +49 331 23 70 81 66 F: +49 331 23 70 81 67 M: +49 162 20 91 196 Mail: ralf.stubner at daqana.com Sitz: Potsdam Register: AG Potsdam HRB 27966 P Ust.-IdNr.: DE300072622 Gesch?ftsf?hrer: Prof. Dr. Dr. Karl-Kuno Kunze