sitmo: Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files

Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel environment. In addition, there is a generator for one dimensional low-discrepancy sequence. The objective of this library to consolidate the distribution of the 'sitmo' (C++98 & C++11), 'threefry' and 'vandercorput' (C++11-only) engines on CRAN by enabling others to link to the header files inside of 'sitmo' instead of including a copy of each engine within their individual package. Lastly, the package contains example implementations using the 'sitmo' package and three accompanying vignette that provide additional information.

See also

Useful links:

• https://github.com/coatless-rpkg/sitmo

• https://r-pkg.thecoatlessprofessor.com/sitmo/

• https://github.com/stdfin/random/

• Report bugs at https://github.com/coatless-rpkg/sitmo/issues

Author

Maintainer: James Balamuta balamut2@illinois.edu (ORCID) [copyright holder]

Authors:

• Thijs van den Berg thijs@sitmo.com [copyright holder]

Other contributors:

• Ralf Stubner ralf.stubner@daqana.com [contributor]