Publications by R on Ralf Stubner
Roulette-wheel selection for dqrng (part 2)
I have blogged about weighted sampling before. There I found that the stochastic acceptance method suggested by Lipowski and Lipowska (2012) (also at https://arxiv.org/abs/1109.3627) is very promising: // [[Rcpp::depends(dqrng,BH,sitmo)]] #include <Rcpp.h> #include <dqrng_distribution.h> auto rng = dqrng::generator<>(42); // [[Rcpp::export]] Rcpp...
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Choosing a new default RNG for dqrng
Currently the dqrng package supports only xoroshiro128+ and xoshiro256+ from https://prng.di.unimi.it/ (see also Blackman and Vigna 2021). These RNGs should only be used for creating floating point numbers, which was the case for dqrng originally. However, dqsample and dqrrademacher make use of the full bit pattern. So it would be better to support...
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Using dqrng as user-supplied RNG
My dqrng package has some quite old issues, one is “More distribution functions” where I brought forward the idea to support additional distribution functions within dqrng, which currently only supports uniform, normal and exponential distributions. I still think this would be a good idea, but it would also be nice if one could simply plug into...
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dqrng v0.3.1 and tikzDevice v0.12.5
Today dqrng version 0.3.1 made it unto CRAN and is now propagating to the mirrors. Kyle Butts provided the implementation for the new dqrrademacher method for drawing Rademacher weights. The Rademacher distribution is equivalent to flipping a fair coin, which can be efficiently implementd by using the raw bit pattern from the RNG directly. See also...
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swephR v0.3.1
This morning swephR version 0.3.1 made it unto CRAN and is now propagating to the mirrors. The goal of swephR is to provide an R interface to the Swiss Ephemeris (SE), a high precision ephemeris based upon the DE431 ephemeris from NASA’s JPL. It covers the time range 13201 BCE to 17191 CE. This version of swephR fixes various function declaration...
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tikzDevice v0.12.4
Yesterday tikzDevice version 0.12.4 made it unto CRAN and is now propagating to the mirrors. The tikzDevice package provides a graphics output device for R that records plots in a LaTeX-friendly format. The device transforms plotting commands issued by R functions into LaTeX code blocks. When included in a paper typeset by LaTeX, these blocks are i...
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Roulette-wheel selection for dqrng
There is a long standing issue with my {dqrng} package: weighted sampling. Since implementing fast un-weighted sampling methods quite some time ago, I have now started looking into possibilities for weighted sampling. The issue contains a reference to a blog post that is by now only available via the wayback machine. This blog post shows a stocha...
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dqrng v0.2.1
I have blogged about dqrng before, but I forgot to write about the v0.2.0 release, even though that brought a lot of changes including the fast sampling methods to CRAN: Add R side support for selecting multiple streams for parallel usage. Implement long_jump() for Xo(ro)shiro as alternative to jump() providing fewer streams with longer period. ...
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dqrng v0.2.1
I have blogged about dqrng before, but I forgot to write about the v0.2.0 release, even though that brought a lot of changes including the fast sampling methods to CRAN: Add R side support for selecting multiple streams for parallel usage. Implement long_jump() for Xo(ro)shiro as alternative to jump() providing fewer streams with longer period. ...
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RcppArrayFire v0.1.0: Sparse Matrices and support for Mac OS
The RcppArrayFire package provides an interface from R to and from the ArrayFire library, an open source library that can make use of GPUs and other hardware accelerators via CUDA or OpenCL. In order to use RcppArrayFire you will need the ArrayFire library and header files which you can build from source or use up-stream’s binary installer. See...
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