The rand_bytes function binds to RAND_bytes in
OpenSSL to generate cryptographically strong pseudo-random bytes. See
the OpenSSL documentation for what this means.
rnd <- rand_bytes(10)
print(rnd) [1] e5 84 95 45 59 7f 07 8d c2 45
Bytes are 8 bit and hence can have 2^8 = 256 possible
values.
as.numeric(rnd) [1] 229 132 149 69 89 127 7 141 194 69
Each random byte can be decomposed into 8 random bits (booleans)
x <- rand_bytes(1)
as.logical(rawToBits(x))[1] TRUE FALSE TRUE TRUE FALSE TRUE TRUE TRUE
Secure Random Numbers
rand_num is a simple (2 lines) wrapper to
rand_bytes to generate random numbers (doubles) between 0
and 1.
rand_num(10) [1] 0.84374710 0.89881485 0.29098216 0.82649726 0.35159241 0.02555826
[7] 0.49835408 0.25192917 0.44369823 0.51634721
To map random draws from [0,1] into a probability density, we can use
a Cumulative
Distribution Function. For example we can combine qnorm
and rand_num to simulate rnorm:

Same for discrete distributions:
