Date: 2018-03-03

# Generating Secure Random Numbers in R

#### 2018-03-03

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] 50 de 35 95 f5 bd e4 e6 b3 9d

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

    as.numeric(rnd)

     [1]  80 222  53 149 245 189 228 230 179 157

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

    x <- rand_bytes(1)
    as.logical(rawToBits(x))

    [1]  TRUE FALSE FALSE FALSE  TRUE FALSE  TRUE 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] 0.8542526 0.8015423 0.6947789 0.6814046 0.3447891 0.1548078 0.8598498
     [8] 0.3862480 0.4505027 0.8454889

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))