I have two questions about using a user-defined random number generator (RNG)
with the standalone Rmath library. The default RNG with the standalone Rmath
library is the Marsaglia-multicarry generator, which has poor properties. The
"R Installation and Administration" manual, in the section "The standalone
Rmath library", states that:
```
A little care is needed to use the random-number routines. You will need to
supply the uniform random number generator
double unif_rand(void)
or use the one supplied (and with a shared library or DLL you may have to use
the one supplied, which is the Marsaglia-multicarry with an entry point
set_seed(unsigned int, unsigned int)
to set its seeds).
```
I interpret this to mean that we cannot use a user-defined random number
generator with "a shared library or DLL", which suggests using static linking.
Question: are there any good examples of re-defining unif_rand() with the
standalone Rmath library?
As an example, we could set up a file test.c:
#define MATHLIB_STANDALONE
#include <Rmath.h>
#include <stdio.h>
double unif_rand(void) { return 0.5; }
int main() {
printf("%f\n", unif_rand());
printf("%f\n", runif(0, 1));
return 0;
}
If we compile using -static, then we get the correct result (two values of 0.5):
gcc -static -o test test.c -lRmath -lm
./test
: 0.500000
: 0.500000
Question: does this code work for other users?
Sincerely, Mark.
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