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Description
Glancing over the RcppArmadillo code, the Alt RNG setup directly uses R's RNG for uniform (e.g. Rf_runif()
. However, the extension code in inst/RcppArmadilloExtension/sample.h
does not.
So, likely this will need a patch that mirrors what is available in Base R. c.f. Implementation changes.
- Rejection sampling routine
- Implementation of
R_unif_rand()
in existing R code - Walker sampling changes
This will likely be needed with Rcpp's local variant as well designed by @nathan-russell.