Toolbox for Pseudo and Quasi Random Number Generation and Random
Provides (1) pseudo random generators - general linear congruential generators,
multiple recursive generators and generalized feedback shift register (SF-Mersenne Twister
algorithm and WELL generators); (2) quasi random generators - the Torus algorithm, the
Sobol sequence, the Halton sequence (including the Van der Corput sequence) and (3) some
generator tests - the gap test, the serial test, the poker test.
See e.g. Gentle (2003) <10.1007>. The package can be provided
without the rngWELL dependency on demand.
Take a look at the Distribution task view of types and tests of random number generators.
Version in Memoriam of Diethelm and Barbara Wuertz.10.1007>
=== randtoolbox: an R package for random number generation and testing ===
- 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.
- change title and other minor things in vignettes.
- 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.
- change licence from BSD_2_clause to BSD_3_clause.
- minor change.
- this version is one of the last versions working with
package rngWELL >= 0.11-0.
- change licence from BSD to BSD_2_clause.
- remove NOTES appearing in R CMD check.
- 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.
- this version is one of the last versions working with
package rngWELL == 0.10-x.
- 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.
- the package crashes when the dimension was 0 in RNG functions,
reported by David LeBauer.
- update the man page pseudoRNG.Rd and quasiRNG.Rd with MT19937
and other minor improvements.
- on loading, the package print the overview man page.
- 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.
- remove implicit type declaration in the LowDiscrepancy fortran file,
which causes errors with GCC 4.6 compilers.
- 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.
- 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
- extract Pierre L'Ecuyer's code from randtoolbox and
put it in a dedicated package rngWELL,
- depends now on rngWELL.
- 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.
- normal transformation of Halton and Sobol sequences is correct.
- 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)
- 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.
- 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.
- fix setSeed function,
- a warning shows up on 64 bit architecture.
- setting the seed with WELL's RNGs was not correct,
reported by Petr Savicky.
- the degree of freedom is now correct for the order test.
- Astley Lin reports that the degree-of-freedom(df) of
chi-square test is wrong for the order test.
- add new WELL generators based on L'Ecuyer's code,
- add the Sobol and Halton sequences from fOptions package.
- Yes, it compiles on 64bit linux both on CRAN and R-forge.
- the package does not compil on Fedora 8 x86_64 boxes,
reported by Brian Ripley.
- 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.
- 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.
- 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)
- add withtorus option for SFMT function,
- improve output of tests.
- Initial release based on the torus package (which is no longer available).