search for: mt19937

Hello, happy new year. I've come back to a problem from last spring. I need to understand what what is the technically correct method to save a seed and then re-set it. Although this example arises in the context of MT19937, I'm needing to do this with other generators as well, including L'Ecuyer streams. The puzzle is this comment in ?Random: "?set.seed? is the recommended way to specify seeds." What I did not understand before, and can't make sense of now, is that set.seed does not "re-s...

...ng replicated within a C+ program. The outputs are to be compared to validate the conversion somewhat - however (as is always the case) I have stuffed my code with random number calls. Random uniform numbers in C+ are being produced using the (Boost) mersenne-twister generators (mt11213b & mt19937) - which is the default type of generator in R (if I read things correctly). If it was all within R I would just set the seed for reproducibility. Basically - how do I specify in C+ for a set of random uniform numbers such that they are the same as from R? I have considered the possibility of...

...fault RNG definitely | introduces problems in reproducibility, so it's not obvious that we | would do it. Yep. FWIW the GNU GSL adopted the 2002 version a while ago too. Quoting from https://www.gnu.org/software/gsl/manual/html_node/Random-number-generator-algorithms.html Generator: gsl_rng_mt19937 The MT19937 generator of Makoto Matsumoto and Takuji Nishimura is a variant of the twisted generalized feedback shift-register algorithm, and is known as the ?Mersenne Twister? generator. It has a Mersenne prime period of 2^19937 - 1 (about 10^6000) and is equi-distributed in 623 di...

A few simple questions from a novice R user. (I am running R version 0.62.3 Beta (Sept 8, 1998) under Windows NT.) 1) How do I time the execution of a function/program in R for Windows? Is there the equivalent of a dos.time function? 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? 3) Will there

...entors of the Mersenne Twister random number generator provided two different sets of the first 1000 numbers produced by a correctly coded 32-bit implementation of the MT algorithm when initializing it with a particular array of integers at: www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/CODES/mt19937ar.out. [There is a link to this output at: www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/emt19937ar.html.] My statistics program obtains exactly those 200 numbers from the first site mentioned in the previous paragraph and also obtains those same numbers from the second website (though I did...