Generating Secure Random Numbers in R

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] 0c de 3c f0 56 cb e2 e3 c6 3b

Bytes are 8 bit and hence can have 2^8 = 256 possible values.

as.numeric(rnd)
 [1]  12 222  60 240  86 203 226 227 198  59

Each random byte can be decomposed into 8 random bits (booleans)

x <- rand_bytes(1)
as.logical(rawToBits(x))
[1] FALSE FALSE FALSE FALSE FALSE FALSE FALSE FALSE

Secure Random Numbers

rand_num is a simple (2 lines) wrapper to rand_bytes to generate random numbers (doubles) between 0 and 1.

rand_num(10)
 [1] 0.6899907 0.9845561 0.3384798 0.5011569 0.8129684 0.5493746 0.1324604
 [8] 0.2214188 0.6837061 0.1766418

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))