I have applied L'Ecuyer's TESTU01 suite of RNG tests
to the RNGs in R. TESTU01 offers three increasingly
more stringent suites, called "Small Crush", "Crush" and
"Big Crush". If a particular RNG fails Small Crush, there
is no need to apply Big Crush.
Below I summarize the results:
Number of Tests Failed
Small Crush Crush Big Crush
Wichmann-Hill 1 3 NA
Multicarry 1 13 NA
Super-Duper 1 9 NA
Mersenne -- -- --
TAOCP 0 0 0
TAOCP-2002 0 0 0
NA: Not Applied because not necessary
--: couldn't duplicate RNG output, so test not run
A more detailed description, R-RNGTests.txt
will be available at via my homepage until the end
of June 2003: www.pages.drexel.edu/~bdm25
look for the link at the bottom of the page.
For reasons described in the R-RNGTests.txt, I
could not test the Mersenne RNG. This will
require someone with a better knowledge of
the C language than I possess. If anyone can
figure it out, I would be most grateful. Please
reply directly to me.
Regards,
Bruce McCullough
