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] f8 64 3e 8d 99 d4 89 bc 28 50
Bytes are 8 bit and hence can have 2^8 = 256 possible
values.
as.numeric(rnd) [1] 248 100 62 141 153 212 137 188 40 80
Each random byte can be decomposed into 8 random bits (booleans)
x <- rand_bytes(1)
as.logical(rawToBits(x))[1] TRUE FALSE TRUE FALSE FALSE TRUE TRUE FALSE
rand_num is a simple (2 lines) wrapper to
rand_bytes to generate random numbers (doubles) between 0
and 1.
rand_num(10) [1] 0.62375338 0.56020561 0.23351920 0.41594034 0.67094850 0.56374726
[7] 0.05176997 0.85027325 0.81452192 0.98167836
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:
