[R-sig-hpc] rsprng wiki page

Ross Boylan ross at biostat.ucsf.edu
Thu Jul 30 04:40:46 CEST 2009


http://wiki.r-project.org/rwiki/doku.php?id=packages:cran:rsprng has a
page I just created on parallel random number generation under R with
SPRNG.

It includes some cautions about how to use the package and some thoughts
about how to enhance it.  I'm working on code changes along the lines
suggested there.

I hope that the information there is accurate; it's quite possible it is
not.  In particular, although I think earlier discussion (can't find it
now) indicated that rsprng uses the simple interface to SPRNG, the code
doesn't look that way.  I think with the simple interface my C code
would get the same random number stream as the R code, because there is
only one stream.  Without it, my C code needs the stream id from R in
order to access the same stream.

The page also indicates a number of things I'm uncertain about.

If you're interested, please look, comment, and edit as you see fit.

Ross Boylan



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