The Rcurand package provides R bindings to NVIDIA's CURAND GPU random number host API via Rcpp.
You need to have the latest CUDA release installed on your system with a suitable GPU.
Since this package is not currently available on CRAN, the easiest way to try it out is to get it via devtools:
> install.packages("devtools")
> devtools::install_github("rcurand", "kashif")We can then load the package and generate random numbers:
> library(Rcurand)
> curand <- new(Rcurand, 100)
> curand$setPseudoRandomGeneratorSeed(1234)
[1] 0
> curand$generateNormal(20, 30.3, 2.0)
[1] 31.01748 27.82081 30.11701 29.53976 29.01008 30.23948 29.61954 27.30938 31.07547 32.31911
[11] 31.90599 28.58359 33.01653 32.58759 32.17076 33.93873 28.52211 31.63219 33.89073 30.49847Copyright (c) 2013 Kashif Rasul kashif.rasul@gmail.com
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