RNG SeedingΒΆ

Random number generator seeding is available in two forms: seed values and random number engines.

  • Seed values are passed as unsigned integers. For example, to generate a draw from a normal distribution N(1,2) with seed value 1776:

stats::rnorm(1,2,1776);

  • Random engines in StatsLib use the 64-bit Mersenne-Twister generator (std::mt19937_64) by default, and are passed by reference. For example:

std::mt19937_64 engine(1776);
stats::rnorm(1,2,engine);

Notes:

  • To use a different random engine type with StatsLib, define STATS_RNG_ENGINE_TYPE before including the StatsLib header files. (For example, #define STATS_RNG_ENGINE_TYPE std::mt19937_64.)

  • Random number generators should be the preferred option over seed values; passing seed values requires generating a new random engine with each function call, which can be computationally intensive if repeated many times.