Dear All, Sometimes I use both R's and C++11's RNGs and distributions in the same code base (I am not using OpenMP or similar). Although this might not be very elegant, I find it convenient (use C++'s or R's, depending on which one fits my problem better ---in particular, many distributions are not readily available from C++). In C++ I tend to use std::mt19937, often with a seed generated in R as
seed <- as.integer(round(runif(1, min = 0, max = 2^16))) and passed to the C++ code. It is my understanding that similar ideas (seeding C++'s RNG from R and combining C++ with R's RNG) have been used before in much more complex settings (e.g., http://lists.r-forge.r-project.org/pipermail/rcpp-devel/2014-April/007510.html and http://lists.r-forge.r-project.org/pipermail/rcpp-devel/2014-April/007512.html), but I wonder if there are problems I cannot think of. A silly example follows below. Best, R. This is a silly example: //////////////////////////////////////////////////////// #include <Rcpp.h> using std::vector; using namespace Rcpp; double f0(vector<double> vec, std::mt19937& ran_gen) { shuffle(vec.begin(), vec.end(), ran_gen); return vec[0]; } double f1() { RNGScope scope; double r = ::Rf_runif(0.0, 1.0); return r; } // [[Rcpp::export]] double f3(int seed) { std::mt19937 ran_gen(seed); vector<double> vec(9); for(auto &v: vec ) { v = f1(); Rcpp::Rcout << v << " "; } Rcpp::Rcout << std::endl; return f0(vec, ran_gen); } /*** R f4 <- function(seed = NULL) { if(is.null(seed)) seed <- as.integer(round(runif(1, min = 0, max = 2^16))) return(f3(seed)) } */ //////////////////////////////////////////////////////// -- Ramon Diaz-Uriarte Department of Biochemistry, Lab B-25 Facultad de Medicina Universidad Autónoma de Madrid Arzobispo Morcillo, 4 28029 Madrid Spain Phone: +34-91-497-2412 Email: rdia...@gmail.com ramon.d...@iib.uam.es http://ligarto.org/rdiaz _______________________________________________ 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
