Create a shared cross-language random-number generator

Build the combined linear congruential generator (L'Ecuyer 1988) used by both the R and Python implementations, so that a given specification and seed produce identical data in either language wherever the two share a maths library. The uniforms are exact everywhere. The draw-order contract, and where a value can differ in its last bits, are documented in the specification at https://github.com/pablobernabeu/pilotr/blob/main/spec/SPEC.md.

Usage

make_rng(seed)

Arguments

seed

A single number used to seed the generator (coerced to a non-negative integer).

Value

A list of three functions: uniform() returns one standard-uniform draw, normal() returns one standard-normal draw, and normals(k) returns a length-k numeric vector of standard-normal draws.

Examples

rng <- make_rng(1)
rng$uniform()
#> [1] 0.7498299
rng$normals(3)
#> [1] -0.5715727  1.1424531 -0.8722080