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.