[Rcpp-devel] R random numbers vs c++

[Michael Hannon]

>Is there a reason to prefer Rcpp::runif over the c++ rand() for, say,
>accepting a state in a Markov chain simulation? Is one more random than
>another? faster?

FWIW, the random-number stuff in C++11 appears to be greatly expanded:

    http://en.wikipedia.org/wiki/C%2B%2B11#Extensible_random_number_facility

This is discussed in some more detail in, for instance:

    http://www.amazon.com/Professional-C-Wrox-Guides/dp/0470932449/ref=sr_1_1?ie=UTF8&qid=1332436173&sr=8-1

It's my understanding the Rcpp does not (yet?) support C++11.

-- Mike