Open Source
Using RngStreams for Parallel Random Number Generation in C++ and R
arXiv stat.CO0 views
arXiv:1403.7645v2 Announce Type: replace-cross Abstract: The RngStreams software package provides one viable solution to the problem of creating separate random number streams for simulations in parallel processing environments. Techniques are presented for effectively using RngStreams with C++ programs that are parallelized via OpenMP or MPI. Ways to access the backbone generator from RngStreams in R through the parallel and rstream packages are also described. The ideas in the paper are illustrated with both a simple running example and a Monte Carlo integration application.
Source：https://arxiv.org/abs/1403.7645PreviousA novel changepoint detection algorithmNextA-optimal Designs under Generalized Linear Models
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