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
threefry
andvandercorput
(#9, #10). - Added contributor Ralf Stubner (@rstub)
CHANGES
- Modified
threefry
to be fully C++11 compliant. (#11, @rstub) - Removed the
Rcpp.plugin.maker()