Qrng

0th

Percentile

Quasi-random sequences

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

Keywords
distribution, datagen
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

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 R functions corresponding to qrng_free (because R will automatically free the generator when it is garbage collected) or qrng_state or qrng_memcpy (because these don't make sense within R.)

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.

References

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

Aliases
  • Qrng
  • qrng
  • qrng_alloc
  • qrng_clone
  • qrng_init
  • qrng_name
  • qrng_size
  • qrng_get
Examples
# NOT RUN {
q <- qrng_alloc(dim = 2)
qrng_name(q)
qrng_get(q, 10)
# }
Documentation reproduced from package gsl, version 2.1-6, License: GPL-3

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