http://wiki.r-project.org/rwiki/doku.php?id=packages:cran:rsprng has a
page I just created on parallel random number generation under R with
SPRNG.
It includes some cautions about how to use the package and some thoughts
about how to enhance it. ?I'm working on code changes along the lines
suggested there.
I hope that the information there is accurate; it's quite possible it is
not. ?In particular, although I think earlier discussion (can't find it
now) indicated that rsprng uses the simple interface to SPRNG, the code
doesn't look that way. ?I think with the simple interface my C code
would get the same random number stream as the R code, because there is
only one stream. ?Without it, my C code needs the stream id from R in
order to access the same stream.
The page also indicates a number of things I'm uncertain about.
If you're interested, please look, comment, and edit as you see fit.
Ross Boylan