zigg 0.0.1 on CRAN: New Package!
Thrilled to announce a new package: zigg. It arrived on CRAN today after a few days of review in the ‘newbies’ queue. zigg provides the Ziggurat pseudo-random number generator for Normal, Exponential and Uniform draws proposed by Marsaglia and Tsang (JSS, 2000), and extended by Leong et al. (JSS, 2005).
I had picked up their work in package RcppZiggurat and updated its code for the 64-buit world we now live in. That package alredy provided the Normal generator along with several competing implementations which it compared rigorously and timed them. As one of the generators was based on the GNU GSL via the implementation of Voss, we always ended up with a run-time dependency on the GSL too. No more: this new package is zero-depedency, zero-suggsts and hence very easy to deploy. Moreover, we also include a demonstration of four distinct ways of accessing the compiled code from another R package: pure and straight-up C, similarly pure C++, inclusion of the header in C++ as well as via Rcpp.
The other advance is the resurrection of the second generator for the Exponential distribution. And following Burkardt we expose the Uniform too. The main upside of these generators is their excellent speed as can be seen in the comparison the default R generators generated by the example script timings.R:
Needless to say, speed is not everything. This PRNG comes the time of 32-bit computing so the generator period is likely to be shorter than that of newer high-quality generators. If in doubt, forgo speed and stick with the high-quality default generators.
The short NEWS entry follows.
Changes in version 0.0.1 (2021-01-30)
- Initial version and CRAN upload
For more, see the package page or the git repo.
This post by Dirk Eddelbuettel originated on his Thinking inside the box blog. If you like this or other open-source work I do, you can sponsor me at GitHub.
