Random number generation

To generate random numbers we need to

1. include <dust/random/random.hpp>

2. decide on the generator algorithm to use

3. seed a random number state

4. draw numbers using some distribution function

A simple complete example looks like

#include <iostream>
#include <dust/random/random.hpp>

int main() {
  using rng_state_type = dust::random::generator<double>;
  auto state = dust::random::seed<rng_state_type>(42);
  for (int i = 0; i < 5; ++i) {
    std::cout << dust::random::random_real<double>(state) << std::endl;
  }
}

which produces output:

0.496954
0.689618
0.366961
0.362038
0.929985

Contents:

• Random number state
• Seeding
• Primitive random number generation functions
• Distributions
• Advancing the random number state via jumps
• Parallel random number object
• Query version information
• Random number interface from R