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[Rcpp-devel] Random Numbers in Armadillo - What algorithm?

Dirk Eddelbuettel 
[ Resending to list after I initially replied to Simon only first --Dirk ]
On 24 May 2013 at 15:14, Simon Zehnder wrote:
| Dear Rcpp-Devels,
| 
| I was wondering about the RNG in Armadillo (2.0 and 3.0 - functions rand and randu). What kind of algirthm does it use? Mersenne-Twister (Seed=0)?

First off, RcppArmadillo only wraps Armadillo making this an Armadillo
question.  Second, have you tried to look at the sources?  The file

     include/armadillo_bits/eop_aux.hpp

probably has what you are looking for.

Dirk

Thread (2 messages)

Simon Zehnder Random Numbers in Armadillo - What algorithm? May 24 Dirk Eddelbuettel Random Numbers in Armadillo - What algorithm? May 24