daqana / dqrng

Fast Pseudo Random Number Generators for R

Home Page:https://daqana.github.io/dqrng/

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Rethink generating uniform floats

rstub opened this issue · comments

I was reading

Goualard, Frédéric. “Drawing Random Floating-Point Numbers from an Interval.” ACM Transactions on Modeling and Computer Simulation 32, no. 3 (July 31, 2022): 1–24. https://doi.org/10.1145/3503512.
(preprint at https://hal.science/hal-03282794v4)

by @goualard-f. Looks like it is not sufficient to use uniform_real_distribution from boost. At least we are doing overflow checks in dqrunif.