I made all my simple tests now by using Rcpp::Environment and then Rcpp::Function for "set.seed" when calling R::rnorm. The next step would be to parallelize the iterations via OpenMP. The suggestion of Yan makes quite sense to produce a RNG via std::mt19937. This is also the way I did it when I used Scythe Statistical Library. As I use now the R RNG it should be able to use it in parallel, if Rcpp::Function is a kind of wrapper which contains the code of "set.seed". But I would rather guess, that it is a call object, that just calls the R function "set.seed" in R, which then would not be threadsafe (as also the RNG would then just be called when using R::rnorm).....
So I guess falling back to std::mt19937 is not a bad idea. For no overlapping I just increase the seed in every iteration dependent on the iteration and the number of random numbers to generate. Best Simon On Feb 11, 2013, at 2:16 PM, Chris Jefferson <ch...@bubblescope.net> wrote: > On 11/02/13 10:23, c s wrote: >> On Sun, Feb 10, 2013 at 12:32 AM, Yan Zhou <zhou...@me.com> wrote: >>> To have Armadillo randn use MT19937 is not easy. >>> Since it use srand() for seed, I guess it also use C rand(), >>> whose quality is quite questionable. >> The quality of the rand() function from C depends on the >> implementation in libc, which varies from system to system. >> >> While I'd like to incorporate a Mersenne-Twister random number >> generator directly in Armadillo, it would either add a dependency on >> Boost, or on C++11. Boost might not be available on a user's system, >> and the degree of support for C++11 features varies from compiler to >> compiler. We also have to bear in mind that R folks currently >> disallow CRAN packages that use C++11. > > If you just want a mersenne-twister random number generator, I will extract > it from boost (which is under a fairly free licence). > > Chris > _______________________________________________ > Rcpp-devel mailing list > Rcpp-devel@lists.r-forge.r-project.org > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
