rrng 0.1.0

Reproduce R's native default RNG (set.seed/runif/sample) bit-for-bit in pure Python, no R at runtime

rrng — reproduce R's native RNG bit-for-bit in pure Python

Run unmodified, already-published R randomness (set.seed() + sample() + runif() …) inside Python and get the identical numbers — with no R installed at runtime.

from rrng import RRNG

g = RRNG(100)                          # R: set.seed(100)   (sample_kind="rounding" for R < 3.6)
g.unif_rand()                          # one R runif() draw                  -> 0.3077661
g.runif(5)                             # an R runif(5) block (numpy array)
g.rnorm(5)                             # rnorm(5)   (Inversion, R's default)
g.rexp(5, rate=2); g.rpois(5, mu=3)    # rexp / rpois
g.rbinom(5, size=20, prob=0.3)         # rbinom
g.rgamma(5, shape=2.5, scale=2)        # rgamma
g.sample(10, 5, replace=False)         # sample(1:10, 5)            -> 0-based indices
g.sample(10, 8, replace=True, prob=w)  # weighted sample(prob=)
idx = RRNG(100).sample_index(10, 10)   # 0-based sample(1:10, 10, replace=TRUE) -> [9 6 5 2 8 9 6 5 5 3]

A RRNG is stateful, so a single seed stream can be threaded across calls/regions — essential for reproducing R scripts that set.seed(s) once and then map()/loop, where the order of consumption must match.

👉 See USAGE.md for a full guide (the R→Python cheat-sheet, threaded streams, 0- vs 1-based indexing, common pitfalls).

Install

Zero hard dependencies beyond NumPy.

pip install rrng                  # from PyPI (if published)
# or, from a checkout:
pip install -e .                  # editable install of this package

It is also importable in place: if the rrng/ package directory is on your PYTHONPATH (e.g. it sits next to your script), from rrng import RRNG just works without installing.

Quick start

from rrng import RRNG

# --- R ---                          # --- Python (rrng) ---
# set.seed(42)                       g = RRNG(42)
# runif(3)                           g.runif(3)
# sample(1:n, k, replace = TRUE)     g.sample_index(n, k) + 1   # +1 for R's 1-based indices

To resample a data array the way R's bootstrap does:

import numpy as np
data = np.array([...])
g = RRNG(123)
resample = data[g.sample_index(data.size, data.size)]   # sample(data, replace=TRUE)

Validation — diff against real R

The library is only worth anything if it is provably identical to R, so the tests diff against golden vectors generated by real R and committed as a fixture:

# (re)generate fixtures — requires R (any version >= 3.6)
Rscript rrng/tests/generate_golden.R

# run the diff — requires Python + numpy
python rrng/tests/test_rrng.py        # standalone runner
pytest rrng/tests                     # or under pytest

rrng/tests/fixtures/golden_vectors.json holds runif and sample (both sample.kinds) across several seeds and n/size, including n large enough to exercise the multi-draw rejection path. The end-to-end example in rrng/examples/ reproduces a published PNAS snow-drought attribution bootstrap (risk ratios, return intervals, confidence bounds) to every digit, from Python, with no R.

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Why this exists (the gap)

Reproducing a published R analysis in Python is common (porting pipelines, checking results, building Python tooling around an R method). The randomness is almost always the blocker: the analysis used R's default generator via set.seed(s); sample(...), and naive Python ports silently diverge.

approach	matches R's default set.seed+sample?	pure Python (no R)?	reproduces an existing published R script unchanged?
rpy2 (embed/call R)	yes (it is R)	❌ needs R installed	yes
SyncRNG (shared Tausworthe RNG in C)	❌ — a different RNG; you must rewrite the R code	✅	❌
numpy MT19937 / random	❌ — same MT core but different seeding + different sample()	✅	❌
rrng	✅	✅	✅

The widely-repeated claim "you can't make Python's Mersenne-Twister match R's set.seed" is true for the naive approach but not fundamentally true. R's chain is fully specified; three pieces are usually gotten wrong:

1. R's seeding scramble — set.seed(s) is not the standard MT init_genrand. R scrambles the seed 50× by s = 69069*s + 1, then fills its 625-word state with the same LCG, and sets mti = 624.
2. R's unif_rand scaling — fixup(MT_genrand() * 1/(2³²−1)), with R's specific edge fixup.
3. R's sample() index method — since R 3.6.0 the default is Rejection (R_unif_index via rbits(ceil(log2 n)) with rejection of draws ≥ n), not the old floor(n*unif_rand()) Rounding method. Most ports use Rounding and mismatch on sample().

Get all three right and Python matches R exactly.

Scope

Covered (validated bit-for-bit against R 4.5):

• RNG kind: Mersenne-Twister (R's default), exact set_seed(s).
• Uniform: unif_rand(), runif(n).
• Normal: rnorm(n, mean, sd) — R's default Inversion (qnorm, Wichura AS 241), 2 draws/value.
• Exponential: rexp(n, rate) — Ahrens-Dieter exp_rand.
• Poisson: rpois(n, mu) — Ahrens-Dieter (both the small-mu inversion and big-mu rejection branches).
• Binomial: rbinom(n, size, prob) — inversion (np<30) and BTPE (np≥30).
• Gamma: rgamma(n, shape, rate=, scale=) — GD (shape≥1) and GS (shape<1).
• Sampling: sample(n, size, replace=, prob=) and sample_index(n, size) — equal-probability with/without replacement, and weighted prob= (cumulative, Walker alias for >200 heavy cells, and sequential no-replacement). Both the R ≥ 3.6 Rejection index method (sample_kind="rejection", default) and the R < 3.6 Rounding method (sample_kind="rounding"). Returns 0-based indices.

Not (yet) covered:

• Other RNG kinds (Wichmann-Hill, Marsaglia-Multicarry, Super-Duper, Knuth-TAOCP, L'Ecuyer-CMRG) and non-default normal.kinds (Box-Muller, Kinderman-Ramage).
• rbeta, rt, rchisq, rf, rcauchy, rlogis, rweibull, rgeom, rnbinom, rhyper, …
• sample.int(useHash=TRUE) (only triggers for n > 1e7 unweighted no-replacement draws).

Honesty about scope is the point: advertise exactly what matches R, not "all of R".

Design

• Performance: drive the MT core with NumPy's MT19937 seeded to R's exact 624-word state (NumPy's MT == R's MT, so an identical uint32 stream), then apply R's unif_rand scaling and the rejection sample on top, vectorized. Bit-identical to the slow pure-Python reference but ~100× faster (a 100-member bootstrap resample runs in <1 s).
• A slow, transparent pure-Python _genrand reference is kept in the source for auditability.

Roadmap

1. MT + set_seed + runif + sample_index (replace=TRUE), both sample kinds. ✅ validated.
2. rnorm via Inversion (qnorm). ✅ validated.
3. sample without replacement; weighted sample(prob=) (incl. Walker alias). ✅ validated.
4. rexp, rbinom, rpois, rgamma. ✅ validated.
5. Next: more continuous families (rbeta, rchisq, rt, rf, rweibull, …) and discrete (rgeom, rnbinom, rhyper); optional alternate RNG kinds / normal.kinds behind flags.

Positioning

• Need R installed and want everything? → rpy2.
• Control both sides and just want a shared stream? → SyncRNG (different RNG; rewrite both).
• Need to reproduce an existing, unmodified, default-RNG R analysis in pure Python? → rrng.

Provenance & license

MIT licensed (see LICENSE). The implementation follows R's source (src/main/RNG.c) and the "Random" R help page.

Origin: extracted from a snow-drought attribution project, where it was built to reproduce a WUS-D3 / PNAS bootstrap bit-for-bit in Python without R.