R devel - Jan 2003 - RNG.c: unif_rand, MARSAGLIA_MULTICARRY (PR#2437)

Full_Name: Richard Simard
Version: 
OS: Linux
Submission from: (NULL) (132.204.25.139)


In the random number generator MARSAGLIA_MULTICARRY, your algorithm is
different than the one in the original reference that you give in the R manual:
Marsaglia in his post to the mailing list {\it sci.stat.math} on September 29,
1997.
The last line in the R program has a ^
while Marsaglia's algorithm has a +.
This gives very different random number generators.

The full line in RNG.c is:
    return ((I1 << 16)^(I2 & 0177777)) * i2_32m1; /* in [0,1) */

simardr@IRO.UMontreal.CA writes:
> Full_Name: Richard Simard
> Version: 
> OS: Linux
> Submission from: (NULL) (132.204.25.139)
> 
> 
> In the random number generator MARSAGLIA_MULTICARRY, your algorithm is
> different than the one in the original reference that you give in the R
manual:
> Marsaglia in his post to the mailing list {\it sci.stat.math} on September
29,
> 1997.
> The last line in the R program has a ^
> while Marsaglia's algorithm has a +.
> This gives very different random number generators.
> 
> The full line in RNG.c is:
>     return ((I1 << 16)^(I2 & 0177777)) * i2_32m1; /* in [0,1) */
Did you actually try that? 

As far as I can see the first operand will be (32-bit binary)

xxxxxxxxxxxxxxxx0000000000000000

and the other one is

0000000000000000xxxxxxxxxxxxxxxx

so it is the same whether you add them or use bitwise OR or
bitwise XOR.

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
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