Greetings and Salutations,

There is also the boost header libraries that you can use:

Gallery example:

If you need parallel draws, see the sitmo engine:

Also, you may wish to consider the rTRNG library:



From: <> on behalf of Yixuan Qiu 
Date: Monday, April 16, 2018 at 11:53 AM
To: Murray Efford <>
Cc: "" 
Subject: Re: [Rcpp-devel] Distribution functions threadsafe in RcppParallel?

For your information, here is a header-only library for distribution functions:
The API seems to be designed to mimic the R API.


2018-04-15 23:56 GMT-04:00 Murray Efford 
Thanks. This is all happening inside a package for CRAN, so I would rather 
avoid more complexity and potential platform-dependence, but I also cannot 
afford for it to break unpredictably (or otherwise).

On Mon, Apr 16, 2018 at 3:33 PM, Dirk Eddelbuettel 
<<>> wrote:

On 16 April 2018 at 13:41, Murray Efford wrote:
| I read in the RcppParallel blurb "The code that you write within parallel
| workers should not call the R or Rcpp API in any fashion", which is
| admirably clear. However, it leaves me without threadsafe access to
| distribution functions (dpois, dbinom etc.). In practice, so far, these R
| API calls seem to work for me, but can they be trusted? Is there an
| alternative?

That's a fair question. They may work, as they are also exposed / available
via the standalone R math library (see Writing R Extensions).

As such, they may not required memory allocations or other interactions with
the R process and hence "not call R ... in any fashion" per the above.

But we can't say for sure. If you want to be safe, maybe stick to
equivalent functions from a non-R source: C++11, Boost, ...


| (It seems this question must have arisen before, but I haven't found an
| answer)
-- | @eddelbuettel |<>

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Yixuan Qiu <<>>
Department of Statistics,
Purdue University
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