Random.user {base} | R Documentation |
Function RNGkind
allows user-coded uniform and
normal random number generators to be supplied. The details are given
here.
A user-specified uniform RNG is called from entry points in
dynamically-loaded compiled code. The user must supply the entry point
user_unif_rand
, which takes no arguments and returns a
pointer to a double. The example below will show the general
pattern.
Optionally, the user can supply the entry point user_unif_init
,
which is called with an unsigned int
argument when
RNGkind
(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 to
set.seed
or an essentially random seed if RNGkind
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 array of
“seeds”. Calls
to GetRNGstate
and PutRNGstate
will then copy this array
to and from .Random.seed
.
A user-specified normal RNG is specified by a single entry point
user_norm_rand
, which takes no arguments and returns a
pointer to a double.
As with all compiled code, mis-specifying these functions can crash R. Do include the ‘R_ext/Random.h’ header file for type checking.
## Not run: ## Marsaglia's conguential PRNG #include <R_ext/Random.h> static Int32 seed; static double res; static int nseed = 1; double * user_unif_rand() { 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() { return &nseed; } int * user_unif_seedloc() { return (int *) &seed; } /* ratio-of-uniforms for normal */ #include <math.h> static double x; double * user_norm_rand() { 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)