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Releases: daqana/dqrng

v0.4.1

28 May 11:50
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What's Changed

Full Changelog: v0.4.0...v0.4.1

v0.4.0

12 May 21:12
v0.4.0
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What's Changed

  • Decouple sitmo by @rstub in #55
  • feat: improve gitignore file by @hsloot in #61
  • fix: testhat finds dqrng header by @hsloot in #62
  • feat: global RNG access by @hsloot in #58
  • Other xoshiro generators by @rstub in #57
  • Allow registering as user-supplied RNG by @rstub in #67
  • Restructure jump() to remove code duplication. by @rstub in #68
  • Change internal storage type to Rcpp::XPtr<random_64bit_generator> by @rstub in #70
  • WARN on CRAN by @rstub in #74
  • Add missing inline attributes to avoid linker issues. by @plietar in #75
  • I/O for RNG state by @rstub in #78
  • Add clone(stream) method for the RNGs by @rstub in #79
  • Deprecate scalar functions by @rstub in #81
  • Feature/parallel generate by @rstub in #82
  • Add 'inline' to get_seed_from_r() by @rstub in #84
  • Remove extra boost by @rstub in #86
  • Restore pcg ctor by @rstub in #87

New Contributors

Full Changelog: v0.3.2...v0.4.0

see also https://github.com/daqana/dqrng/blob/main/NEWS.md

v0.3.2

29 Nov 21:17
v0.3.2
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  • Recreate RcppExports.cpp with current development version of Rcpp to fix WARN on CRAN

v0.3.1

30 Aug 19:46
v0.3.1
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  • new method dqrrademacher for drawing Rademacher weights (Kyle Butts in #50 fixing #49)
  • Move sampling methods to separate header file, allowing for parallel usage.
  • New method dqrmvnorm sampling from a multivariate normal distribution.
    This uses the methods implemented in the mvtnorm package and uses dqrnorm.

dqrng 0.2.0

22 Apr 18:54
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  • Add R side support for selecting multiple streams for parallel usage.
  • Implement long_jump() for Xo(ro)shiro as alternative to jump()
    providing fewer streams with longer period.
  • Handle R's RNG scope properly during initialisation.
  • New functions dqsample and dqsample.int using an unbiased sampling
    algorithm.
  • Use R_unif_index() instead of unif_rand() to retrieve random data
    from R's RNG in generateSeedVectors().
  • Scalar RNGs in the C++ API: dqrng::runif, dqrng::rnorm and dqrng::rexp

dqrng 0.1.1

11 Mar 17:31
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  • Use template specializations to avoid compiler warnings during tests (Aaron Lun in #16)
  • Do not expect a particular error message on MacOS and skip exception throwing tests on Solaris.

dqrng 0.1.0

04 Mar 15:00
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Breaking changes

  • An integer vector instead of a single int is used for seeding (Aaron Lun in #10)
    • Single integer seeds lead to a different RNG state than before.
    • dqrng::dqset_seed() expects a Rcpp::IntegerVector instead of an int
  • Support for Mersenne-Twister has been removed, Xoroshiro128+ is now the default.

Other changes

  • New method generateSeedVectors() for generating a list of random int
    vectors from R's RNG. These vectors can be used as seed (Aaron Lun in #10).
  • The initial state of the default RNG is now based on R's RNG.

New and updated RNGs

01 Feb 11:51
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  • New RNG: Threefry from package 'sitmo'
  • Update PCG Headers (c.f. #8)
  • Unit-Tests for the C++ interface
  • Define STRICT_R_HEADERS to prepare for future Rcpp (c.f. #6)

v0.0.4

08 Jun 18:46
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  • Fix critical bug w.r.t. setting seeds
  • Use time in addition to std::random_device as source of the default seed, since std::random_device is deterministic with MinGW (c.f. #2)
  • Add jump() method to Xoshiro256+ and Xorohiro128+
  • New vignette on parallel usage

v0.0.3

14 May 10:59
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  • PCG has been patched to compile on Solaris.