[Rd] User-defined RNG with the standalone Rmath library
Mark Clements
m@rk@c|ement@ @end|ng |rom k|@@e
Thu Feb 16 12:58:18 CET 2023
I have two questions about using a user-defined random number generator (RNG) with the standalone Rmath library. The default RNG with the standalone Rmath library is the Marsaglia-multicarry generator, which has poor properties. The "R Installation and Administration" manual, in the section "The standalone Rmath library", states that:
```
A little care is needed to use the random-number routines. You will need to supply the uniform random number generator
double unif_rand(void)
or use the one supplied (and with a shared library or DLL you may have to use the one supplied, which is the Marsaglia-multicarry with an entry point
set_seed(unsigned int, unsigned int)
to set its seeds).
```
I interpret this to mean that we cannot use a user-defined random number generator with "a shared library or DLL", which suggests using static linking.
Question: are there any good examples of re-defining unif_rand() with the standalone Rmath library?
As an example, we could set up a file test.c:
#define MATHLIB_STANDALONE
#include <Rmath.h>
#include <stdio.h>
double unif_rand(void) { return 0.5; }
int main() {
printf("%f\n", unif_rand());
printf("%f\n", runif(0, 1));
return 0;
}
If we compile using -static, then we get the correct result (two values of 0.5):
gcc -static -o test test.c -lRmath -lm
./test
: 0.500000
: 0.500000
Question: does this code work for other users?
Sincerely, Mark.
När du skickar e-post till Karolinska Institutet (KI) innebär detta att KI kommer att behandla dina personuppgifter. Här finns information om hur KI behandlar personuppgifter<https://ki.se/medarbetare/integritetsskyddspolicy>.
Sending email to Karolinska Institutet (KI) will result in KI processing your personal data. You can read more about KI’s processing of personal data here<https://ki.se/en/staff/data-protection-policy>.
More information about the R-devel
mailing list