R help - Nov 1998 - simple questions about R (fwd)

OK, I am forwarding this to the r-help. In the original message
I simply hit reply and I thought I send to ALL r-help list. (apparent not)

also I recieved another piece of mail.....about the RNG in 
Splus 4.0 or later indicating it was modified and getting worse. 
I only have Splus 3.4 for HP. So I cannot try it. 
This makes the idea of using the 
pre-generated RN on CDROM more appealing..

Mai Zhou



Forwarded message:
> From cribari at de.ufpe.br Fri Nov  6 12:40:49 1998
> Message-Id: <199811061638.OAA12522 at de.ufpe.br>
> From: "Francisco Cribari" <cribari at de.ufpe.br>
> Organization: UFPE
> To: Mai Zhou <mai at ms.uky.edu>
> Date: Fri, 6 Nov 1998 14:39:37 -0000
> MIME-Version: 1.0
> Content-type: text/plain; charset=US-ASCII
> Content-transfer-encoding: 7BIT
> Subject: Re: [R] simple questions about R
> Priority: normal
> In-reply-to: <199811061620.LAA00381 at t3.mscf.uky.edu>
> References: <3640785F.46F65937 at de.ufpe.br> from "Francisco
Cribari" at Nov 4, 98 03:53:03 pm
> X-mailer: Pegasus Mail for Win32 (v3.01c)
> 
> 
> Mai,
> 
> This is indeed interesting. Have you posted this to the R mailing 
> list? If not, may I suggest that you do? 
> 
> I hope next versions of R will implement a better RNG! 
> 
> Francisco
> 
> 
> From:           	Mai Zhou <mai at ms.uky.edu>
> Subject:        	Re: [R] simple questions about R
> To:             	cribari at de.ufpe.br (Francisco Cribari)
> Date sent:      	Fri, 6 Nov 1998 11:20:05 -0500 (EST)
> 
> > > 2) Can anyone send me details on the random number generator
> > >    used by R (period, etc.). Also, why is it different from
> > >    the SuperDuper RNG in S?
> > 
> > I am teaching a bootstrap course, I asked my students to do bootstrap 
> > and simulation with R and find the following: (we use Rjune with some
patch)
> > 
> > First we found the bootstrap estimate of the bias do not seem to work
well,
> > then we tried simulation and it also do not work. Here is the details 
> > about simulation:
> > 
> > Generate 19 min( exp(0.3), 4 ) observations
> > and estimate how big is  E (X_max) - 4 = the bias of MLE.
> > Using as much as 5000 to 10000 runs, you get something around -0.158 
> > (depending on different seed there is some variation but all
> > between -0.15 and -0.165 )
> > 
> > Using Splus (version 3.4 on HP) we get something around -0.35 
> > 
> > Just curious we then used Maple to compute the theoretical value of
the
> > bias and it is  -0.35092
> > 
> > So, Splus's RNG is better than R's. And I think a simpler case
can be
> > found with just the Uniform[0 theta], instead of truncated exp.
> >
===================================================================> >
> > George Marsaglia has a CDROM (also online) of pre-generated RN's
> > Has anybody tried reading them into S/Splus/R/C/f77 and start from
there?
> > (Any potential problems? speed/memory use etc...?)
> > 
> > Mai Zhou 
> > mai at ms.uky.edu
> 
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On Fri, 6 Nov 1998, Mai Zhou wrote:
> 
> OK, I am forwarding this to the r-help. In the original message
> I simply hit reply and I thought I send to ALL r-help list. (apparent not)
> 
> also I recieved another piece of mail.....about the RNG in 
> Splus 4.0 or later indicating it was modified and getting worse. 
> I only have Splus 3.4 for HP. So I cannot try it. 
Umm. There are no reported changes and I have observed no differences
in the random numbers in later versions of S-PLUS (4.0, 4.5, 5.0).


Without the code for the bootstrap example quoted we cannot
investigate, but my guess is that the problem is elsewhere in R.
You can NOT conclude that the problem is in R's PRNG, only that it
is in R. So could you please post the full details to R-devel.
> This makes the idea of using the 
> pre-generated RN on CDROM more appealing..
It is (very) slow, needs a local CDROM drive on the machine, ... 


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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