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}} > > ______________________________________________ > R-help at r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >******************************************************************* This email and any attachments are confidential. Any use...{{dropped:8}}
> -----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