random_r.py

# python wrapper functions for R pseudo random number generators
# allows us to compare numerical results between R and python implementations

# source activate <env>
# pip install rpy2 --upgrade

import numpy as np
import readline
import rpy2.robjects as robjects

def R_set_seed(s: int) -> None:
    set_seed = robjects.r('set.seed')
    set_seed(s)

def R_standard_normal(shape: tuple) -> np.ndarray:
    return(np.reshape(robjects.r.rnorm(shape[0] * shape[1]), shape, order='F'))

def R_uniform(lo: float, up: float , shape: tuple) -> np.ndarray:
    return(np.reshape(robjects.r.runif(shape[0] * shape[1], lo, up), shape, order='F'))

def test():
    R_set_seed(123)

    X = R_standard_normal((5, 2))
    print(X.shape)
    print(X)

    Y = R_uniform(0.0, 1.0, (5, 2))
    print(Y.shape)
    print(Y)

test()