A new maintenance release of RcppZiggurat 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
NEWSfile entry shown below lists all changes.
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.
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