Random number stream based on caching

A random number stream uses a vectorized random number generator to generate a cache of random numbers that can then be used sequentially. Whenever the cache runs empty new numbers are generated automatically.

Usage

rng_stream(m, rng, ...)

Arguments

m

initial cache size

rng

a random number generator

...

additional arguments passed to the random number generator

Value

A function that extracts random numbers from the cache and fills the cache whenever it runs empty.

Examples

runif_stream <- rng_stream(10, runif, min = -1, max = 1)
runif_stream()
#> [1] -0.8384997