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] b7 c6 a5 92 15 ba 15 4b bd 32
Bytes are 8 bit and hence can have 2^8 = 256
possible
values.
as.numeric(rnd)
[1] 183 198 165 146 21 186 21 75 189 50
Each random byte can be decomposed into 8 random bits (booleans)
x <- rand_bytes(1)
as.logical(rawToBits(x))
[1] TRUE TRUE TRUE FALSE FALSE TRUE FALSE 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] 0.0004230133 0.8368973372 0.1862599679 0.5951640988 0.2668045581
[6] 0.7206053790 0.3472972546 0.7298079467 0.6882157361 0.1263659289
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))