Displaying 2 results from an estimated 2 matches for "mtuple".
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2013 Oct 10
1
Replacing the Random Number Generator in Stand Alone Library
...of more than
2^60 and has passed all tests (according to Marsaglia). The seed is two
integers (all values allowed)."
However, I do not think this RNG actually passes all tests. For example,
the Handbook of Computational Econometrics (illegal web copy at link below),
shows that it fails the mtuple test and gives an explicit example where it
leads to problems because it failed this test. The mtuple test was
introduced by Marsaglia in 1985, and I gather he wrote his mailing list
comment that it "passes all tests" sometime after this, so I am not sure
what explains this distinction (...
1999 Jun 12
0
Random numbers
...that, among the three types of random number
generators available in R now, the best one is the Marsaglia Multicarry. Is
this correct?
2. How does the best RNG in R compare (in terms of quality) to the RNG in
SPlus? (based on Marsaglia's Super Duper)? Does the Super-Duper in SPlus
pass the MTUPLE test?
3. When running simulations in R, why would I want to use any RNG that is
not the Marsaglia-Multicarry?
Thanks,
Ramon
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