The objective of sitmo (CRAN, GitHub) is to provide the means for performing parallel draws from a Parallel Pseudo Random Number Generator (PPRNG). To that end, the package is largely a bridge into the PPRNGs developed by the sitmo consultancy agency.
Within this release, sitmo now contains the Threefry engine (Salmon et al., 2011 doi:10.1145/2063384.2063405) and Vandercorput engine (van der Corput, 1935 <an:0012.34705>). We’ve also added a contributor Ralf Stubner who provided a patch to ensure the C++11 compatibility of the Threefry engine.
sitmo is now being used by both bssm and dqrng.
sitmo news file entry for version 2.0.0 (2018-07-01)
sitmo 2.0.0
NEW
- Added
threefryandvandercorput(#9, #10). - Added contributor Ralf Stubner (@rstub)
CHANGES
- Modified
threefryto be fully C++11 compliant. (#11, @rstub) - Removed the
Rcpp.plugin.maker()