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] 34 e2 4a 25 cd 73 85 de 95 bb
Bytes are 8 bit and hence can have 2^8 = 256 possible
values.
as.numeric(rnd)
[1] 52 226 74 37 205 115 133 222 149 187
Each random byte can be decomposed into 8 random bits (booleans)
x <- rand_bytes(1)
as.logical(rawToBits(x))
[1] FALSE TRUE FALSE TRUE FALSE FALSE 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] 0.96906176 0.41778484 0.94975631 0.06627767 0.43209330 0.08892813
[7] 0.21694530 0.50693878 0.82981567 0.63119208
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:
# Secure rnorm
x <- qnorm(rand_num(1000), mean = 100, sd = 15)
hist(x)
Same for discrete distributions:
# Secure rbinom
y <- qbinom(rand_num(1000), size = 20, prob = 0.1)
hist(y, breaks = -.5:(max(y)+1))