R: User-supplied Random Number Generation (original) (raw)

Description

Function [RNGkind](../../base/help/RNGkind.html) allows user-coded uniform and normal random number generators to be supplied. The details are given here.

Details

A user-specified uniform RNG is called from entry points in dynamically-loaded compiled code. The user must supply the entry pointuser_unif_rand, which takes no arguments and returns a_pointer to_ a double. The example below will show the general pattern. The generator should have at least 25 bits of precision.

Optionally, the user can supply the entry point user_unif_init, which is called with an unsigned int argument when[RNGkind](../../base/help/RNGkind.html) (or set.seed) is called, and is intended to be used to initialize the user's RNG code. The argument is intended to be used to set the ‘seeds’; it is the seed argument toset.seed or an essentially random seed if [RNGkind](../../base/help/RNGkind.html)is called.

If only these functions are supplied, no information about the generator's state is recorded in .Random.seed. Optionally, functions user_unif_nseed and user_unif_seedloc can be supplied which are called with no arguments and should return pointers to the number of seeds and to an integer (specifically, ‘⁠Int32⁠’) array of seeds. Calls to GetRNGstate and PutRNGstatewill then copy this array to and from .Random.seed.

A user-specified normal RNG is specified by a single entry pointuser_norm_rand, which takes no arguments and returns a_pointer to_ a double.

Warning

As with all compiled code, mis-specifying these functions can crash R. Do include the ‘R_ext/Random.h’ header file for type checking.

Examples

## Not run: 
##  Marsaglia's congruential PRNG
#include <R_ext/Random.h>

static Int32 seed;
static double res;
static int nseed = 1;

double * user_unif_rand(void)
{
    seed = 69069 * seed + 1;
    res = seed * 2.32830643653869e-10;
    return &res;
}

void  user_unif_init(Int32 seed_in) { seed = seed_in; }
int * user_unif_nseed(void) { return &nseed; }
int * user_unif_seedloc(void) { return (int *) &seed; }

/*  ratio-of-uniforms for normal  */
#include <math.h>
static double x;

double * user_norm_rand(void)
{
    double u, v, z;
    do {
        u = unif_rand();
        v = 0.857764 * (2. * unif_rand() - 1);
        x = v/u; z = 0.25 * x * x;
        if (z < 1. - u) break;
        if (z > 0.259/u + 0.35) continue;
    } while (z > -log(u));
    return &x;
}

## Use under Unix:
R CMD SHLIB urand.c
R
> dyn.load("urand.so")
> RNGkind("user")
> runif(10)
> .Random.seed
> RNGkind(, "user")
> rnorm(10)
> RNGkind()
[1] "user-supplied" "user-supplied"

## End(Not run)

[Package _base_ version 4.6.0 Index]