gsl (version 1.9-3)

Qrng: Quasi-random sequences

Description

Quasi-random sequences as per the Gnu Scientific Library, reference manual section 18. These functions are declared in header file gsl_qrng.h

Usage

qrng_alloc(type = c("niederreiter_2", "sobol"), dim)
qrng_clone(q)
qrng_init(q)
qrng_name(q)
qrng_size(q)
qrng_get(q, n = 1)

Arguments

type
Type of sequence
dim
Dimension of sequence
q
Generator from qrng_alloc or qrng_clone
n
How many vectors to generate

Value

  • qrng_alloc, qrng_clone and qrng_init return an external pointer to the C structure representing the generator. The internals of this structure are not accessible from within R. qrng_name returns a character vector giving the name of the generator. qrng_size returns an integer value giving the internal memory usage of the generator. qrng_get returns a matrix with n rows and dim columns. Each row is a vector in the quasi-random sequence.

Details

These are wrappers for the quasi-random sequence functions from the GSL http://www.gnu.org/software/gsl with arguments corresponding to those from the library, with a few exceptions. In particular: I have used dim where the GSL uses just d; I have added the n argument to the qrng_get function, so that a single call can generate n vectors; I have not provided Rfunctions corresponding to qrng_free (because Rwill automatically free the generator when it is garbage collected) or qrng_state or qrng_memcpy (because these don't make sense within R.)

References

http://www.gnu.org/software/gsl

Examples

Run this code
q <- qrng_alloc(dim = 2)
qrng_name(q)
qrng_get(q, 10)

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