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dqrng 0.4.1

  • Fix an UBSAN error found by CRAN (#90 fixing #89)
  • Fix a compilation error when the compiler does not provide a 128bit integer type (#90 fixing #88)
  • Disable PCG64 on MacOS PowerPC (#91 fixing #88)

dqrng 0.4.0

Breaking changes

  • The default RNG has changed from Xoroshiro128+ to Xoroshiro128++. The older generators Xoroshiro128+ and Xoshiro256+ are still available but should only be used for backward compatibility or for generating floating point numbers, i.e. not sampling etc. (#57 fixing #56)
  • The dqrng::rng64_t type has been changed to use Rcpp::XPtr instead of std::shared_ptr and the functions from dqrng_sample.h now expect a reference to dqrng::random_64bit_generator instead of dqrng::rng64_t (#70 fixing #63)

Other changes

  • Decoupled the 'sitmo' package. It is now possible to use, e.g., the distribution functions from the header-only library without having an explicit LinkingTo: sitmo.
  • Make the internal RNG accessible from the outside (Henrik Sloot fixing #41 in #58)
  • Add Xoroshiro128**/++ and Xoshiro256**/++ to xoshiro.h
  • Allow uniform and normal distributions to be registered as user-supplied RNG within R. This happens automatically if the option dqrng.register_methods is set to TRUE.
  • Add missing inline attributes and limit the included Rcpp headers in dqrng_types.h (#75 together with Paul Liétar)
  • Add I/O methods for the RNG's internal state (fixing #66 in #78)
  • Extend random_64bit_generator with additional convenience methods (fixing #64 in #79)
    • A clone(stream) method to allow using the global RNG state for parallel computation. Note that for consistency with the other provided RNGs, stream is counted relative to the current stream for PCG64.
    • New methods variate<dist>(param), generate<dist>(container, param) etc. using and inspired by randutils.
  • The scalar functions dqrng::runif, dqrng::rnorm and dqrng::rexp available from dqrng.h have been deprecated and will be removed in a future release. Please use the more flexible and faster dqrng::random_64bit_accessor together with variate<Dist>() instead. The same applies to dqrng::uniform01 from dqrng_distribution.h, which can be replaced by the member function dqrng::random_64bit_generator::uniform01.
  • New template function dqrng::extra::parallel_generate in dqrng_extra/parallel_generate.h as an example for using the global RNG in a parallel context (fixing #77 in #82 together with Philippe Grosjean)

dqrng 0.3.2

  • Recreate RcppExports.cpp with current development version of Rcpp to fix WARN on CRAN

dqrng 0.3.1

  • new method dqrrademacher for drawing Rademacher weights (Kyle Butts in #50 fixing #49)
  • Move sampling methods to separate header file, allowing for parallel usage.
  • New method dqrmvnorm sampling from a multivariate normal distribution. This uses the methods implemented in the mvtnorm package and uses dqrnorm.

dqrng 0.3.0

Breaking changes

  • The initial state of dqrng's RNG is based on R's RNG, which used to advance R's RNG state. The implementation has been changed to preserve R's RNG state, which is less surprising but can change the outcome of current scripts. (#44 fixing #43)

Other changes

  • For uniform random numbers take short-cut for min == max and throw error for min > max (#34 fixing #33)

dqrng 0.2.1

  • Make template specialisations inline and include required standard headers (Aaron Lun in #29 fixing #28)
  • Add workaround for new C++ compiler with old libc (#30 fixing #27)
  • update maintainer's email address

dqrng 0.2.0

  • Add R side support for selecting multiple streams for parallel usage.
  • Implement long_jump() for Xo(ro)shiro as alternative to jump() providing fewer streams with longer period.
  • Handle R's RNG scope properly during initialisation.
  • New functions dqsample and dqsample.int using an unbiased sampling algorithm.
  • Use R_unif_index() instead of unif_rand() to retrieve random data from R's RNG in generateSeedVectors().
  • Scalar RNGs in the C++ API: dqrng::runif, dqrng::rnorm and dqrng::rexp

dqrng 0.1.1

  • Use template specializations to avoid compiler warnings during tests (Aaron Lun in #16)
  • Do not expect a particular error message on MacOS and skip exception throwing tests on Solaris.

dqrng 0.1.0

Breaking changes

  • An integer vector instead of a single int is used for seeding (Aaron Lun in #10)
    • Single integer seeds lead to a different RNG state than before.
    • dqrng::dqset_seed() expects a Rcpp::IntegerVector instead of an int
  • Support for Mersenne-Twister has been removed, Xoroshiro128+ is now the default.

Other changes

  • New method generateSeedVectors() for generating a list of random int vectors from R's RNG. These vectors can be used as seed (Aaron Lun in #10).
  • The initial state of the default RNG is now based on R's RNG.

dqrng 0.0.5

  • New RNG: Threefry from package 'sitmo'
  • Update PCG Headers (c.f. #8)
  • Unit-Tests for the C++ interface
  • Define STRICT_R_HEADERS to prepare for future Rcpp (c.f. #6)

dqrng 0.0.4

  • Fix critical bug w.r.t. setting seeds
  • Use time in addition to std::random_device as source of the default seed, since std::random_device is deterministic with MinGW (c.f. #2)
  • Add jump() method to Xoshiro256+ and Xoroshiro128+
  • New vignette on parallel usage

dqrng 0.0.3

  • PCG has been patched to compile on Solaris.

dqrng 0.0.2

  • dqrng_distribution.h can now be used independently of Rcpp
  • Replace xorshift.hpp and xoroshiro.hpp with xoshiro.h. This implementation is directly derived from the original C implementations. It provides v1.0 of Xoroshiro128+ and Xoshiro256+.

dqrng 0.0.1

  • First public release.