This is the Rmath library from R, which is used mainly by Julia's Distributions.jl package.
The main difference here is that this library has been patched to use
the DSFMT RNG
in src/runif.c.
The Julia RNG is in sync with the one used by the Distributions.jl package:
julia> srand(1);
julia> [rand(), rand()]
2-element Array{Float64,1}:
0.236033
0.346517
julia> srand(1);
julia> using Distributions
julia> [rand(Uniform()), rand(Uniform())]
2-element Array{Float64,1}:
0.236033
0.346517
Rmath-julia requires GNU Make (https://www.gnu.org/software/make). Just run
make to compile the library.