RcppZiggurat 0.1.2

January 26, 2014

(This article was first published on Thinking inside the box , and kindly contributed to R-bloggers)

A new maintenance release of
is now on CRAN. And just like
yesterday’s RcppClassic upload,
this is motivated chiefly by some minor caretaking for an upcoming
Rcpp release —
hopefully soon, and with more details to follow.

This release also contains some small extensions and work-in-progress. By
using R’s uniform generator, we can fall back to R’s seeding of the RNG —
but going through the R data structures has a performance hit. Similarly,
and somewhat surprisingly, the default generators in both Boost and the C++11
library are not all that speedy.

The NEWS file entry shown below lists all changes.

Changes in version 0.1.2 (2013-12-28)

  • Add a new generator deploying R’s unif_rand which faciliates use
    of Ziggurat as the user-supplied generator for N(0,1)

  • Update a ‘local’ demo comparing normal distribution RNGs from
    Boost, C++11 and Armadillo none of which are particularly speedy

  • Add declaration to import a symbol from Rcpp to
    NAMESPACE to ensure proper instantiation with the upcoming
    Rcpp version

Courtesy of CRANberries, there
are diffstat reports for the
most recent release
relative to the preceding version.

More detailed information is on the RcppZiggurat page.
Questions, comments etc should go to the
rcpp-devel mailing list
off the R-Forge page.

This post by Dirk Eddelbuettel
originated on his Thinking inside the box blog.
Please report excessive re-aggregation in third-party for-profit settings.

To leave a comment for the author, please follow the link and comment on their blog: Thinking inside the box .

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