STL random_shuffle for permutations

Dirk Eddelbuettel — Dec 30, 2012 | source

The STL also contains random sampling and shuffling algorithms. We start by looking at random_shuffle.

There are two forms. The first uses an internal RNG with its own seed; the second form allows for a function object conformant to the STL’s requirements (essentially, given N produce a uniform draw greater or equal to zero and less than N). This is useful for us as it lets us tie this to the same RNG which R uses.

#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); }

// [[Rcpp::export]]
Rcpp::NumericVector randomShuffle(Rcpp::NumericVector a) {
    // already added by sourceCpp(), but needed standalone
    Rcpp::RNGScope scope;             

    // clone a into b to leave a alone
    Rcpp::NumericVector b = Rcpp::clone(a);

    std::random_shuffle(b.begin(), b.end(), randWrapper);

    return b;
}

We can illustrate this on a simple example or two:

a <- 1:8
set.seed(42)
randomShuffle(a)
[1] 1 4 3 7 5 8 6 2
set.seed(42)
randomShuffle(a)
[1] 1 4 3 7 5 8 6 2

By tieing the STL implementation of the random permutation to the RNG from R, we are able to compute reproducible permutations, fast and from C++.

tags: stl 

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