\HeaderA{Random.user}{User-supplied Random Number Generation}{Random.user}
\keyword{distribution}{Random.user}
\keyword{sysdata}{Random.user}
\begin{Description}\relax
Function \code{\LinkA{RNGkind}{RNGkind}} allows user-coded uniform and
normal random number generators to be supplied.  The details are given
here.
\end{Description}
\begin{Details}\relax
A user-specified uniform RNG is called from entry points in
dynamically-loaded compiled code. The user must supply the entry point
\code{user\_unif\_rand}, which takes no arguments and returns a
\emph{pointer to} a double. The example below will show the general
pattern.

Optionally, the user can supply the entry point \code{user\_unif\_init},
which is called with an \code{unsigned int} argument when
\code{\LinkA{RNGkind}{RNGkind}} (or \code{set.seed}) is called, and is intended
to be used to initialize the user's RNG code. The argument is intended
to be used to set the \sQuote{seeds}; it is the \code{seed} argument to
\code{set.seed} or an essentially random seed if \code{\LinkA{RNGkind}{RNGkind}}
is called.

If only these functions are supplied, no information about the
generator's state is recorded in \code{.Random.seed}. Optionally,
functions \code{user\_unif\_nseed} and \code{user\_unif\_seedloc} can be
supplied which are called with no arguments and should return pointers
to the number of seeds and to an integer array of seeds.  Calls to
\code{GetRNGstate} and \code{PutRNGstate} will then copy this array to
and from \code{.Random.seed}.

A user-specified normal RNG is specified by a single entry point
\code{user\_norm\_rand}, which takes no arguments and returns a
\emph{pointer to} a double.
\end{Details}
\begin{Section}{Warning}
As with all compiled code, mis-specifying these
functions can crash \R.  Do include the \file{R\_ext/Random.h}
header file for type checking.
\end{Section}
\begin{Examples}
\begin{ExampleCode}## Not run: 
##  Marsaglia's congruential PRNG
#include <R_ext/Random.h>

static Int32 seed;
static double res;
static int nseed = 1;

double * user_unif_rand()
{
    seed = 69069 * seed + 1;
    res = seed * 2.32830643653869e-10;
    return &res;
}

void  user_unif_init(Int32 seed_in) { seed = seed_in; }
int * user_unif_nseed() { return &nseed; }
int * user_unif_seedloc() { return (int *) &seed; }

/*  ratio-of-uniforms for normal  */
#include <math.h>
static double x;

double * user_norm_rand()
{
    double u, v, z;
    do {
        u = unif_rand();
        v = 0.857764 * (2. * unif_rand() - 1);
        x = v/u; z = 0.25 * x * x;
        if (z < 1. - u) break;
        if (z > 0.259/u + 0.35) continue;
    } while (z > -log(u));
    return &x;
}

## Use under Unix:
R CMD SHLIB urand.c
R
> dyn.load("urand.so")
> RNGkind("user")
> runif(10)
> .Random.seed
> RNGkind(, "user")
> rnorm(10)
> RNGkind()
[1] "user-supplied" "user-supplied"
## End(Not run)\end{ExampleCode}
\end{Examples}

