Drop-in replacement for the standalone R math library if all you need is runif().
This allows you to use set_seed() and runif(a, b) in C just as if you were using the Rmath.h standalone library.
While it uses the same random number generator as base R, I cannot guarantee that the seeds will produce the same results as R.
However, results are reproducible. There are further functions available in the Mersenne Twister code if you want.
Read their code or their readme-mt.txt for more details. Or check out their
web-page. I have, essentially, only provided
a small wrapper around their code to make it mimic the behavior of the R library for those two functions.
If you want something more than that, don't use this! Either roll your own or, better, use the R standalone math
library.
I have also included a randint(bound) function which produces fast, unbiased uniform random integer
generation in the range [0, bound). This is better than doing something like n * runif(0,1).
I have included a couple other initialization functions as examples - one that uses a simple hash of the arguments to the function and one that uses that plus the provided seed as well. Note the hash is a very simple one, but this does give a way to quickly get reproducible results for testing without having to worry about explicitly setting and storing a seed while also getting different results for different inputs.
The mt19937ar.* files are copyright their original owners subject to their
terms. See those files for details.
To compile and run an example, try:
gcc mt19937ar.c replaceR.c testreplaceR.c -o testreplaceR
./testreplaceR
The results here should agree with the results in ReplaceResults.txt.
Here is a histogram of 1000 random integers generated from the interval [0,100):
And results of a Kolmogorov-Smirnov test of the data in R:
Two-sample Kolmogorov-Smirnov test
data: res and rep(0:99, 10)
D = 0.011, p-value = 1
alternative hypothesis: two-sided
Your results should agree.