search for: norm_rand

I need to generate good quality of random numbers from univariate normal distribution for further transformation. I tried rnorm in R but it was not good sometimes. Someone said C++ standard library or Fortran's built-in functions for that are good. I found that there is double norm_rand() in R-extension. Does this function, norm_rand() use the same algorithm as rnorm in R or something similar in C/C++? Or does anyone know which one between norm_rand() in R-extension and rnorm in R is better? If anyone could help, I would appreciate it. Kyeongmi University of Memphis

Hi I'd like to generate thousands of normal numbers from my C function using the C API functions provided R. I have two options: 1. double norm_rand(); (page 61 of R extension 1.8.1) 2. double rnorm(double mu, double sigma); (page 58 of R extension 1.8.1) If my understanding of R-exts is correct, then I only need to call GetRNGstate once, and then call 1000 norm_rand, and then call PutRNGstate once for the 1st option. For the 2nd option, I...

...ve a linker error, since the function has been defined in the library already? Dirk also pointed out (in the bug report) that you get the following ########################################################## int main(void) { set_seed(0, 0); cout << "one normal " << norm_rand() << endl; } ########################################################## edd at max:/tmp$ g++ -o faheem faheem.cpp -lRmath; ./faheem one normal -inf One would expect norm_rand to return finite values, even in edge cases. If you want me to report this as a bug, let me know. Thanks....

...://yziquel.homelinux.org/gitweb/?p=ocaml-r.git;a=tree http://yziquel.homelinux.org/topos/api/ocaml-r/index.html I'm having unexpected trouble with the math library, though. The interface documentation is here: http://yziquel.homelinux.org/topos/api/ocaml-r/Rmath.html For instance, for the norm_rand symbol, I have the following documentation comment: > val norm_rand : unit -> float > Random variates from the standard normal distribution. Bug: currently systematically returns -8.77332116900134373. Any idea as to why the function systematically returns the same value? Is there a way...

...dstart() x = normrnd() call dblepr("X was", 5, x, 1) call rndend() end but I don't understand the purpose of this C wrapper: #include <R.h> void F77_SUB(rndstart)(void) { GetRNGstate(); } void F77_SUB(rndend)(void) { PutRNGstate(); } double F77_SUB(normrnd)(void) { return norm_rand(); } neither how I should compile it. Could anyone explain how I should compile and link the C and Fortran files above, and call the Fortran subroutine from R. Thanks, Gilles

Dear List, section "6.3 Random number generation" of WRE [1] lists unif_rand(), norm_rand() and exp_rand() as the interface to R's RNG. Now R_ext/Random.h also has double R_unif_index(double); Can this be also treated as an official API function that may be called from a package? Thanks Ralf [1] https://cran.r-project.org/doc/manuals/r-release/R-exts.html#Random-numbers --...

...dstart() x = normrnd() call dblepr("X was", 5, x, 1) call rndend() end but I don't understand the purpose of this C wrapper: #include <R.h> void F77_SUB(rndstart)(void) { GetRNGstate(); } void F77_SUB(rndend)(void) { PutRNGstate(); } double F77_SUB(normrnd)(void) { return norm_rand(); } neither how I should compile it. Could anyone explain how I should compile and link the C and Fortran files above, and call the Fortran subroutine from R. Thanks, Gilles

..._my_source/src/main/optim.c 2007-10-23 23:02:43.397529120 +0200 @@ -171,6 +171,13 @@ } } +static void genptry_default(int n, double *p, double *ptry, double scale, void *ex) +{ /* default Gaussian Markov kernel */ + int i; + for (i = 0; i < n; i++) + ptry[i] = p[i] + scale * norm_rand(); /* new candidate point */ +} + static void genptry(int n, double *p, double *ptry, double scale, void *ex) { SEXP s, x; @@ -196,10 +203,8 @@ ptry[i] = REAL(s)[i] / (OS->parscale[i]); UNPROTECT(2); } - else { /* default Gaussian Markov kernel */ - for (i = 0; i...

Hi I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero. I don't think any of the standard R

Hi I am looking to perform a discrete mean-variance optimisation, specifically to maximise the ratio of portfolio mean over portfolio standard deviation for a portfolio of several hundred stocks through discrete position size holdings in each stock, where all position sizes must be elements of a small finite set of integer amounts which include zero. I don't think any of the standard R

The R-exts may explicitly state this but I missed it. How do I call qnorm or pnorm from Fortran? Thanks -Frank -- Frank E Harrell Jr Prof. of Biostatistics & Statistics Div. of Biostatistics & Epidem. Dept. of Health Evaluation Sciences U. Virginia School of Medicine http://hesweb1.med.virginia.edu/biostat

Hi all, Is there a way that I can import R functions into Fortran? Especially, I want to generate random numbers from some not-so-common distributions (e.g. inverted chi square) but did not find any routines written in Fortran that deal with distributions other than uniform and normal. Thanks. Anny [[alternative HTML version deleted]]

Well, For this particular use case why not just transform the parameters at the R level and then call the existing function? Is there not a closed form mapping? ~G On Jul 1, 2016 2:50 PM, "Joshua Ulrich" <josh.m.ulrich at gmail.com> wrote: > On Fri, Jul 1, 2016 at 6:13 AM, Luis Usier > <luis.henrique.usier at gmail.com> wrote: > > Gabriel, > > > >

I'm preparing some code to compute the optimal geometry of stressed solids. The core of the calculations is the optimization of elastic energy using the simulated annealing method implemented in the R optim() rutine. I've defined a function to compute this "energy" scalar (the fn parameter for optim) and prepared a list with the arrays defining the geometry and the elastic

...:35: warning: implicit declaration of function ?GetRNGstate? waveform.c:38: warning: implicit declaration of function ?PutRNGstate? waveform.c: In function ?execute?: waveform.c:100: warning: implicit declaration of function ?unif_rand? waveform.c:115: warning: implicit declaration of function ?norm_rand? make: *** [waveform.o] Error 1 ERROR: compilation failed for package 'mlbench' ** Removing '/usr/share/R/library/mlbench' * Installing *source* package 'randomForest' ... ** libs gcc -m64 -std=gnu99 -I/usr/include/R -I/usr/local/include -fpic -O2 -g -pipe -Wall -...

...arithmetic.o libintl_nl_default_default_domain ../extra/intl/libintl.a(textdomain.o) BZ2_bzWriteOpen connections.o bincode registration.o R_CleanTempDir main.o do_proctime names.o norm_rand optim.o Rf_rnchisq random.o Rf_rnbinom random.o R_running_as_main_program Rmain.o Rf_psigamma arithmetic.o ch2inv_ registration.o BZ2_bzWrite...

...arithmetic.o libintl_nl_default_default_domain ../extra/intl/libintl.a(textdomain.o) BZ2_bzWriteOpen connections.o bincode registration.o R_CleanTempDir main.o do_proctime names.o norm_rand optim.o Rf_rnchisq random.o Rf_rnbinom random.o R_running_as_main_program Rmain.o Rf_psigamma arithmetic.o ch2inv_ registration.o BZ2_bzWrite...

...ntl/libintl.a(bindtextdom.o) libintl_nl_current_default_domain ../extra/intl/libintl.a(textdomain.o) Rf_qwilcox arithmetic.o libintl_nl_default_default_domain ../extra/intl/libintl.a(textdomain.o) BZ2_bzWriteOpen connections.o bincode registration.o R_CleanTempDir main.o do_proctime names.o norm_rand optim.o Rf_rnchisq random.o Rf_rnbinom random.o R_running_as_main_program Rmain.o Rf_psigamma arithmetic.o ch2inv_ registration.o BZ2_bzWrite connections.o inflateInit2_ connections.o Rf_rwilcox random.o R_CleanUp errors.o _nl_find_msg ../extra/intl/libintl.a(loadmsgcat.o) Rf_dsignrank a...

...arithmetic.o libintl_nl_default_default_domain ../extra/intl/libintl.a(textdomain.o) BZ2_bzWriteOpen connections.o bincode registration.o R_CleanTempDir main.o do_proctime names.o norm_rand optim.o Rf_rnchisq random.o Rf_rnbinom random.o R_running_as_main_program Rmain.o Rf_psigamma arithmetic.o ch2inv_ registration.o BZ2_bzWrite...

...lepr("X was", 5, x, 1) > call rndend() > end > > frand-helper.c: > > #include <R.h> > > /* Fortran */ > void F77_SUB(rndstart)(void) { GetRNGstate(); } > void F77_SUB(rndend)(void) { PutRNGstate(); } > double F77_SUB(normrnd)(void) { return norm_rand(); } > > As a further suggestion, it would also be nice to provide the call for > generating the dynamic library at this point: > R CMD SHLIB frand.f frand-helper.c . > > At least this would have helped me in trying to get things to work, but > again - its just a suggestion. &g...