[Rcpp-devel] Mersenne Twister in RcppArmadillo?
chris at bubblescope.net
Mon Feb 11 14:16:04 CET 2013
On 11/02/13 10:23, c s wrote:
> On Sun, Feb 10, 2013 at 12:32 AM, Yan Zhou <zhouyan at 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).
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