When does using RNGScope make a difference?

Question

In Rcpp documentation, I often find the recommendation to place Rcpp::RNGScope scope; before using random draws within Rcpp. I wondered what exactly this does,

Answer 1

When using Rcpp attributes, the automagically generated interface to your code will automatically insert the appropriate construction of the RNGScope object -- so it's already being done for you behind the scenes in this case. For example, if you write sourceCpp(..., verbose = TRUE), you'll see output like this:

Generated extern "C" functions 
--------------------------------------------------------


#include 

RcppExport SEXP sourceCpp_38808_timesTwo(SEXP xSEXP) {
BEGIN_RCPP
    Rcpp::RObject __result;
    Rcpp::RNGScope __rngScope;
    Rcpp::traits::input_parameter< NumericVector >::type x(xSEXP);
    __result = Rcpp::wrap(timesTwo(x));
    return __result;
END_RCPP
}

Note the automatic construction of the RNGScope object.

You only need to construct that object manually if you are operating outside of the realm of Rcpp attributes.