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daqana
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 the Xoroshiro / Xoshiro family by Blackman and Vigna (2021 <doi:10.1145/3460772>). 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>). The fast sampling methods support unweighted sampling both with and without replacement. These functions are exported to R and as a C++ interface and are enabled for use with the default 64 bit generator from the PCG family, Xoroshiro128+/++/** and Xoshiro256+/++/** as well as the 64 bit version of the 20 rounds Threefry engine (Salmon et al., 2011, <doi:10.1145/2063384.2063405>) as provided by the package 'sitmo'.
Maintained by Ralf Stubner. Last updated 7 months ago.
randomrandom-distributionsrandom-generationrandom-samplingrngcpp
42 stars 13.12 score 188 scripts 183 dependents
coatless-rpkg
rgen:Random Sampling Distribution C++ Routines for Armadillo
Provides popular sampling distributions C++ routines based in armadillo through a header file approach.
Maintained by James Joseph Balamuta. Last updated 1 years ago.
armadillorandom-distributionsrcpprcpparmadillo
4 stars 5.38 score 1 scripts 4 dependents