Several typos were corrected in the vignette (Blagoje Ivanovic in #9).
New getters and setters for internal state were added to resume simulations (Dirk in #11 fixing #10).
Minor updates to cleanup
script and Travis CI setup (Dirk).
Description rewritten using doi for references.
Re-setting the Ziggurat generator seed now correctly re-sets state (Ralf Stubner in #7 fixing #3)
Dynamic registration reverts to manual mode so that user_norm_rand() is visible as well (#7).
The vignette was updated to accomodate pandoc 2* [CRAN request].
The vignette now uses the pinp package in two-column mode.
Dynamic symbol registration is now enabled.
Use the SHR3
generator for the default implementation
just like Leong et al do, making our default implementation
identical to theirs (but 32- and 64-bit compatible)
Switched generators from float
to double
ensuring that results are identical on 32- and 64-bit platforms
Simplified builds with respect to GSL use via the RcppGSL package; added a seed setter for the GSL variant
Corrected use of fabs()
to abs()
on integer
variables, with a grateful nod to Brian Ripley for the hint (based
on CRAN checks on the beloved Slowlaris machines)
Accelerated Travis CI tests by relying exclusively on
r-cran-*
packages from the PPAs by Michael Rutter and myself
Updated DESCRIPTION
and NAMESPACE
according to
current best practices, and R-devel CMD check --as-cran
checks
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
Add declaration to import a symbol from Rcpp to
NAMESPACE
to ensure proper instantiation with the upcoming
Rcpp version
Set dependency on R (>= 3.0.0) needed by vignette builder
Remove pdf files in vignette on cleanup to ensure rebuilds
Testing framework added with a standard RNG test, a new and similar test particular for Normal distributions, and the Chi^2 test from the Leong et al paper (JSS, 2005)
New demo()
functionality showing the three added tests.
Code has been reorganized into separate headers implementing
the generators, using a common (virtual) base class; and accessors
and tests in the src/
directory.
Two new ziggurat generators implementations have been adapted from, respectively, GNU Gretl and QuantLib
Added a vignette
Initial basic package version, wrapping five different implementations