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
dqsample
anddqsample.int
using 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::rnorm
anddqrng::rexp
The list of changes for v0.2.1, which made it onto CRAN today, is much shorter: