[R] fortran random number

[Simon Zehnder]

Hi Filippo,

I would advice you to use the RcppArmadillo package - maybe in combination with the inline package. It is extremely fast and very flexible. A simple RNGScope() lets you take the RNG from R. I myself programmed an MCMC sampler with this package and it is much faster, than the one I had before in matlab. 
Rcpp gives you a very nice API to communicate with R + you can reuse memory from R which makes it even faster. 

You find a lot of documentation online:

http://www.rcpp.org
http://cran.r-project.org/web/packages/RcppArmadillo/index.html
http://cran.r-project.org/web/packages/Rcpp/index.html


Best

Simon


On Aug 4, 2013, at 10:38 PM, Filippo <ingfimo at gmail.com> wrote:

> Hi,
> I need an advice.
> I'm writing a Markov Chain Monte Carlo subroutine in F95 which should be called from R. I noticed that the subroutine RANDOM_NUMBER takes the seed from R (is that correct?).
> I was wondering if is better initialize the random seed inside the F95 subroutine or use the R seed.
> Regards,
> Filippo
> 
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