STL random_sample

Dirk Eddelbuettel — written Dec 31, 2012 — source

An earlier post looked at random shuffle for permutations. The STL also supports creation of random samples.

Alas, it seems that this functionality has not been promoted to the C++ standard yet — so we will have to do with what is an extensions by the GNU g++ compiler.

The other drawback is the sampling without replacement.

As in the previous post, we use a function object conformant to the STL’s requirements for a random number generator to be able to use R’s RNG.

#include <Rcpp.h>

// wrapper around R's RNG such that we get a uniform distribution over
// [0,n) as required by the STL algorithm
inline int randWrapper(const int n) { return floor(unif_rand()*n); }

// it would appear that randomSample is still only a GNU g++ extension ?
#include <ext/algorithm>

// [[Rcpp::export]]
Rcpp::NumericVector randomSample(Rcpp::NumericVector a, int n) {
    // clone a into b to leave a alone
    Rcpp::NumericVector b(n);
    __gnu_cxx::random_sample(a.begin(), a.end(), 
                             b.begin(), b.end(), randWrapper);
    return b;
}

We can illustrate this on a simple example:

a <- 1:8
set.seed(42)
randomSample(a, 4)

[1] 1 2 7 4

set.seed(42)
randomSample(a, 4)

[1] 1 2 7 4

tags: stl

Extending R with C++ and Fortran — Dirk Eddelbuettel and JBrandon Duck-Mayr
Benchmarking Rcpp code with RcppClock — Zach DeBruine
Simulation Smoother using RcppArmadillo — Tomasz Woźniak

STL random_sample

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