News

=== randtoolbox: an R package for random number generation and testing ===

Version 1.17

• change DESCRIPTION file.
• update NAMESPACE for R 3.3.0.
• update the LICENSE file.
• raise a warning when scrambling for Sobol sequences is incocrrect.

BUG REPORT (by Kemal Dincer Dingec and Marius Hofert)

• scrambling = 1, 3 for Sobol sequences.

Version 1.16

• change title and other minor things in vignettes.

Version 1.15

• remove the use of 'long long' in some C code.
• update LICENCE file.
• move autoconf files to tools directory.
• no longer use a4 paper format in vignette.

Version 1.14

• change licence from BSD_2_clause to BSD_3_clause.
• minor change.

Version 1.13

• this version is one of the last versions working with package rngWELL >= 0.11-0.
• change licence from BSD to BSD_2_clause.

NOTES FIXES

• remove NOTES appearing in R CMD check.

Version 1.12

NEW FEATURES

• add new test files.
• increase the possible dimension of Halton sequences.

WARNING FIXES in Fortran files

• remove an array over-run (reported by Brian Ripley) and tab characters in LowDiscrepancy.f.

Version 1.11

• this version is one of the last versions working with package rngWELL == 0.10-x.

NOTE FIXES

• this version use packageStartupMessage function for the .onAttach rather than the cat function.
• remove a printf in KnuthTAOCP2002.c

WARNING FIXES in C files

• remove warnings with Wall and pedantic gcc options. For this purpose, files randtoolbox/src/Makevars and rngWELL/src/Makevars now contain a line, uncommenting which includes Wall and pedantic.

See https://stat.ethz.ch/pipermail/r-sig-mac/2008-August/005251.html

BUG FIXES

• the package crashes when the dimension was 0 in RNG functions, reported by David LeBauer.

Version 1.10

NEW FEATURES

• update the man page pseudoRNG.Rd and quasiRNG.Rd with MT19937 and other minor improvements.
• on loading, the package print the overview man page.

WARNING FIXES

• fix some warnings following the release of R 2.13.0: the Makefile and the man page of runifInterface.
• fix a warning in the MT19937 file.

BUG FIXES

• remove implicit type declaration in the LowDiscrepancy fortran file, which causes errors with GCC 4.6 compilers.

Version 1.09

NEW FEATURES

• start runif interface for congruential generator and WELL RNG,
• vignette contains two chapters,
• start to test true randomness (not included in this version),
• increase the speed and accuracy of Halton and Sobol sequences.

STRUCTURAL CHANGE

• Before version 1.09, there was a lot of different (and incompatible) licences in this package, namely, GPL, BSD, public domain, etc... (cf. 1.08-version DESCRIPTION file of this package).
• From 1.09, all this code of this package is under the new BSD licence. A copy of the BSD licence is available at http://www.opensource.org/licenses/bsd-license.php
• extract Pierre L'Ecuyer's code from randtoolbox and put it in a dedicated package rngWELL,
• depends now on rngWELL.

AUTHORS

• all the code of this package except the ones listed below was written by Yohan Chalabi, Christophe Dutang, Petr Savicky and Diethelm Wuertz.
• the code for SF-Mersenne Twister belongs to M. Matsumoto and M. Saito, which is under the new BSD licence.
• the code for Knuth-TAOCP-2002 generator belongs to D. E. Knuth. This code is in the public domain and freely copyable.

BUG FIXES

• normal transformation of Halton and Sobol sequences is correct.

BUG REPORT

• Halton and Sobol sequences did not work on 64bit architecture when using normal transformation reported by Anirban Mukherjee,
• Sobol sequences for dimension > 2 need to be tested.

Version 1.08 (never released on CRAN)

NEW FEATURES

• add function get.primes,
• table of primes moved from randtoolbox.c to primes.h and compressed by storing half difference from the previous prime instead of each prime (except for 2 and 3),
• start runifinterface.

Version 1.07

NEW FEATURES

• integrate code for Halton, Sobol sequence from fBasics (Rmetrics),
• randoolbox is now part of Rmetrics project (available on R-forge),
• increase the speed of congruRand.

BUG FIXES

• fix setSeed function,
• a warning shows up on 64 bit architecture.

BUG REPORT

• setting the seed with WELL's RNGs was not correct, reported by Petr Savicky.

Version 1.06

BUG FIXES

• the degree of freedom is now correct for the order test.

BUG REPORT

• Astley Lin reports that the degree-of-freedom(df) of chi-square test is wrong for the order test.

Version 1.05

NEW FEATURES

• add new WELL generators based on L'Ecuyer's code,
• add the Sobol and Halton sequences from fOptions package.

BUG FIXES

• Yes, it compiles on 64bit linux both on CRAN and R-forge.

Version 1.04

BUG REPORT

• the package does not compil on Fedora 8 x86_64 boxes, reported by Brian Ripley.

Version 1.03

NEW FEATURES

• add the WELL generator thanks to the code of P. L'Ecuyer,
• SFMT now allows for different mersenne exponents as well as parameter sets,
• increase the possible dimension for Torus algorithm from 1000 to 100 000,
• add the RAN_ARRAY generator of Knuth TAOCP (2002),
• the function setRandSeed has be renamed by setSeed,
• update the vignette.

Version 1.02

NEW FEATURES

• more random generation tests such as collision test and order test,
• poker test is generalized to any dimension,
• some auxiliary functions,
• a detailed vignette on generating and testing random generation.

BUG FIXES

• on windows, when the seed was not fixed by the user, we use the machine time. But we use only seconds of machine time not micro second like on unix-like system. Hence a call like this

for(i in 1:10) print(congruRand(1)) produces the same output. Now it is fixed.

Version 1.01 (never released on CRAN)

NEW FEATURES

• add withtorus option for SFMT function,
• improve output of tests.

Version 1.00

• Initial release based on the torus package (which is no longer available).

Reference manual