I have blogged about dqrng before, but I forgot to write about the v0.2.0 release, even though that brought a lot of changes including the fast sampling methods to CRAN:
- Add R side support for selecting multiple streams for parallel usage.
- Implement
long_jump()for Xo(ro)shiro as alternative tojump()providing fewer streams with longer period. - Handle R’s RNG scope properly during initialisation.
- New functions
dqsampleanddqsample.intusing an unbiased sampling algorithm. - Use
R_unif_index()instead ofunif_rand()to retrieve random data from R’s RNG ingenerateSeedVectors(). - Scalar RNGs in the C++ API:
dqrng::runif,dqrng::rnormanddqrng::rexp
The list of changes for v0.2.1, which made it onto CRAN today, is much shorter: