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Parallelization and RNG

Open coatless opened this issue 9 years ago • 0 comments

Parallelization

To speed up the bootstraps, we can parallelize different portions of the code. In order to do that, we need to enable stored seeds. This is a more concrete fix of #80.

My thoughts:

  1. Launch a sitmo R package with linkto headers. [x] see: coatless/sitmo
  2. Add seed = to generating functions.
  3. Remove calls to R::r* in favor of std::gen* or use boost (ziggurat will be faster for normal)

coatless avatar Feb 28 '16 04:02 coatless