Mauricio Zambrano-Bigiarini
2013-Feb-18 09:32 UTC
[R] Random number generator used in 'runif'
Dear list, For the implementation of a particular optimization algorithm it is very important the random number generator. I would like to know if somebody could tell me what is the random number generator used by default in the 'runif' function.>From the help page of 'runif' and '.Random.seed' I guess that thedefault algorithm is 'Mersenne-Twister', but I would be really grateful if somebody with experience in random number generators could confirm that or tell me what is the method actually used. Thanks in advance, Mauricio Zambrano-Bigiarini -- ====================================Water Resources Unit Institute for Environment and Sustainability Joint Research Centre, European Commission webinfo : http://floods.jrc.ec.europa.eu/ ====================================DISCLAIMER:\ "The views expressed are purely those of th...{{dropped:12}}
On the same help page, it says "'RNGkind' is a more friendly
interface to query or set the kind of
RNG in use."
Try
RNGkind()
to see the currently selected RNG. The same function with kind= specified will
also change to another
S Ellison
> -----Original Message-----
> From: r-help-bounces at r-project.org
> [mailto:r-help-bounces at r-project.org] On Behalf Of Mauricio
> Zambrano-Bigiarini
> Sent: 18 February 2013 09:33
> To: r-help at r-project.org
> Subject: [R] Random number generator used in 'runif'
>
> Dear list,
>
> For the implementation of a particular optimization algorithm
> it is very important the random number generator.
>
> I would like to know if somebody could tell me what is the
> random number generator used by default in the 'runif' function.
>
> >From the help page of 'runif' and '.Random.seed' I
guess that the
> default algorithm is 'Mersenne-Twister', but I would be
> really grateful if somebody with experience in random number
> generators could confirm that or tell me what is the method
> actually used.
>
> Thanks in advance,
>
> Mauricio Zambrano-Bigiarini
>
> --
> ====================================> Water Resources Unit
> Institute for Environment and Sustainability Joint Research
> Centre, European Commission
> webinfo : http://floods.jrc.ec.europa.eu/
> ====================================> DISCLAIMER:\ "The views
expressed are purely those of
> th...{{dropped:12}}
>
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> -----Original Message----- > From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] > On Behalf Of Mauricio Zambrano-Bigiarini > Sent: Monday, February 18, 2013 1:33 AM > To: r-help at r-project.org > Subject: [R] Random number generator used in 'runif' > > Dear list, > > For the implementation of a particular optimization algorithm it is > very important the random number generator. > > I would like to know if somebody could tell me what is the random > number generator used by default in the 'runif' function. > > >From the help page of 'runif' and '.Random.seed' I guess that the > default algorithm is 'Mersenne-Twister', but I would be really > grateful if somebody with experience in random number generators could > confirm that or tell me what is the method actually used.No guessing necessary, as the R-help is quite explicit Details The currently available RNG kinds are given below. kind is partially matched to this list. The default is "Mersenne-Twister". Hope this is helpful, Dan Daniel Nordlund Bothell, WA USA