Using RngStreams for Parallel Random Number Generation in C++ and R


The RngStreams software package provides one viable solution to the problem of creating independent 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… (More)
DOI: 10.1007/s00180-014-0492-3


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