Elsewhere I discuss strategies for drawing random numbers at suitable speed using only R. (Drawing vectors of random numbers), (taking scalar draws), and (parallel RNG). Those will probably be fast enough for most uses. However, in some cases, you’ll want to be fully efficient. A simulation can take so many draws that you may wish to get rid of the overhead of R altogether by using the GSL for RNG.
ImportC allows D to compile C code, which allows you to call those functions directly from your D program, with no bindings or any other effort. The file gslheaders.c contains the C code needed to call GSL. (You’ll still need to install GSL. On Ubuntu, it’s package libgsl-dev. Maybe in the future we can eliminate the need for the dynamic library, but not yet.)
The file prng.d is a port of parallel RNG code provided by Pierre L’Ecuyer. You can see an example of how it works in the file testgslprng.d. At some point I may add documentation, but there’s not much to add. The GSL functions are documented here.