--- title: "Generating Secure Random Numbers in R" date: "`r Sys.Date()`" vignette: > %\VignetteEngine{knitr::rmarkdown} %\VignetteIndexEntry{Generating Secure Random Numbers in R} \usepackage[utf8]{inputenc} output: html_document --- ```{r, echo = FALSE, message = FALSE} knitr::opts_chunk$set(comment = "") library(openssl) ``` The `rand_bytes` function binds to [RAND_bytes](https://www.openssl.org/docs/man1.1.1/man3/RAND_bytes.html) in OpenSSL to generate cryptographically strong pseudo-random bytes. See the OpenSSL documentation for what this means. ```{r} rnd <- rand_bytes(10) print(rnd) ``` Bytes are 8 bit and hence can have `2^8 = 256` possible values. ```{r} as.numeric(rnd) ``` Each random byte can be decomposed into 8 random bits (booleans) ```{r} x <- rand_bytes(1) as.logical(rawToBits(x)) ``` ## Secure Random Numbers `rand_num` is a simple (2 lines) wrapper to `rand_bytes` to generate random numbers (doubles) between 0 and 1. ```{r} rand_num(10) ``` To map random draws from [0,1] into a probability density, we can use a [Cumulative Distribution Function](https://en.wikipedia.org/wiki/Cumulative_distribution_function). For example we can combine `qnorm` and `rand_num` to simulate `rnorm`: ```{r} # Secure rnorm x <- qnorm(rand_num(1000), mean = 100, sd = 15) hist(x) ``` Same for discrete distributions: ```{r} # Secure rbinom y <- qbinom(rand_num(1000), size = 20, prob = 0.1) hist(y, breaks = -.5:(max(y)+1)) ```