[Rcpp-devel] Distribution functions threadsafe in RcppParallel?

[Murray Efford]

Thanks for all these good suggestions. StatsLib as suggested by Yixuan
seems especially straightforward. I may yet find that dpois and dbinom from
R are threadsafe.
Murray

On Tue, Apr 17, 2018 at 5:34 AM, Balamuta, James Joseph <
balamut2 at illinois.edu> wrote:

> Greetings and Salutations,
>
>
>
> There is also the boost header libraries that you can use:
>
>
>
> https://www.boost.org/doc/libs/1_67_0/doc/html/boost_random.html
>
>
>
> Gallery example: http://gallery.rcpp.org/articles/timing-normal-rngs/
>
>
>
> If you need parallel draws, see the sitmo engine:
> https://github.com/coatless/sitmo
>
>
>
> Also, you may wish to consider the rTRNG library: https://github.com/
> miraisolutions/rTRNG
>
>
>
> Sincerely,
>
>
>
> JJB
>
>
>
> *From: *<rcpp-devel-bounces at lists.r-forge.r-project.org> on behalf of
> Yixuan Qiu <yixuanq at gmail.com>
> *Date: *Monday, April 16, 2018 at 11:53 AM
> *To: *Murray Efford <murray.efford at gmail.com>
> *Cc: *"rcpp-devel at lists.r-forge.r-project.org" <
> rcpp-devel at lists.r-forge.r-project.org>
> *Subject: *Re: [Rcpp-devel] Distribution functions threadsafe in
> RcppParallel?
>
>
>
> For your information, here is a header-only library for distribution
> functions: https://github.com/kthohr/stats
>
> The API seems to be designed to mimic the R API.
>
> Best,
>
> Yixuan
>
>
>
> 2018-04-15 23:56 GMT-04:00 Murray Efford <murray.efford at gmail.com>:
>
> 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).
>
> Murray
>
>
>
> On Mon, Apr 16, 2018 at 3:33 PM, Dirk Eddelbuettel <edd at debian.org> 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, ...
>
> Dirk
>
>
> | (It seems this question must have arisen before, but I haven't found an
> | answer)
>
> --
> http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
>
>
>
>
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>
>
>
>
> --
>
> Yixuan Qiu <yixuanq at gmail.com <yixuan.qiu at cos.name>>
> Department of Statistics,
> Purdue University
>
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