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Prepare for custom RNGs in future package #95

@rstub

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@rstub

After a great initial discussion with @HenrikBengtsson I should prepare for the possibility of custom RNGs in the future package. In particular:

  • Benchmark switching streams with various RNGs, since this is one of the bottlenecks for R's parallel RNG ("L'Ecuyer-CMRG")
  • How can both streams and substreams be provided for the different RNGs?
  • How to detect/prevent overlap between streams, especially with nested parallelization?
  • Is the existing method to get/set the raw state of the RNG sufficient?

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