search for: prngs

Dear All, The editor of a journal to which I had submitted a publication asked whether R has a "tested random number generator." My paper included Monte Carlo simulations generating random normal and random chi-square values. help(rnorm) lists Wichura, M. J. (1988) Algorithm AS 241: The Percentage Points of the Normal Distribution. Applied Statistics, 37, 477-484. as a

On Sun, Jul 24, 2005 at 04:06:02PM +0200, Poul-Henning Kamp wrote: +> In message <20050724135738.GM46538@darkness.comp.waw.pl>, Pawel Jakub Dawidek writes: +> +> >We should probably test entropy quality on boot. +> >I've somewhere userland version of /sys/dev/rndtest/ which implements +> >FIPS140-2 tests for (P)RNGs. We can use put it into rc.d/ and warn users.

Hi, subject more or less says it all. I freely admit to not having bothered to find some of the online papers about method of testing the quality of random number generators -- but in an idle moment I wondered what to expect from something like the following: randa<-runif(1000) randb<-runif(1000) t.test(randa,randb)$p.value var.test(randa,randb)$p.value [repeat ad nauseum] Is the

Dear all, i have a question about the "sample" function used in R, does it work as a pseudo-dandom number generator programmed with C, like it is described in Modern Applied Statics with S-Plus 3d edition chapter 5 section 2? Thanks a lot --------------------------------- [[alternative HTML version deleted]]

Hi, I received the message: btrfs: unlinked 34 orphans Just out of couriosity: what does it mean ? Thanks in advance Bye, David Arendt -- To unsubscribe from this list: send the line "unsubscribe linux-btrfs" in the body of a message to majordomo@vger.kernel.org More majordomo info at http://vger.kernel.org/majordomo-info.html

Roger Marquis wrote: > [snip] > >It takes all of 2 seconds to generate a ssh 2 new session on a >500Mhz cpu (causing less than 20% utilization). Considering that >99% of even the most heavily loaded servers have more than enough >cpu for this task I don't really see it as an issue. > >Also, by generating a different key for each session you get better >entropy,

On r-help Bill Simpson wrote: >Marsaglia's multiply-with-carry generator is very easy to implement--he >has posted some C code to newsgroups--and seems to test out OK. I wonder >if it would make sense to use one of his generators instead. I would like a system where the random number generator can be specified (perhaps in options or a .RandomGenerator variable). Most often everyone

This question may not be specific to R, but I'm using R so here goes: Since R is slow (as is Splus) I want to split a simulation and run it on 2 or 3 systems at once. The simulations involve generating a large number of random values. How can I set .Random.seed so that the succession of random values don't overlap across systems. I see that when I invoke R and give command runif(1) a

Full_Name: Kjetil Kjernsmo Version: 1.0.1 OS: osf1 Submission from: (NULL) (129.240.28.227) Hello! I'm getting strange numbers from a random number generation function again. I was wondering if it could be the same problem as I reported in (PR#439). I'm using the functions (some comments deleted for brevity): qamp <- function(p, type=c("point", "nolens")) {

Hello, currently I'm working on a model based on Monte-Carlo-Simulations. I observed that a generated normal distributed times series using rnorm(100,mean=0,sd=1) is far away from being not autocorrelated. Is there any other gerenator implemented in R, which might solve my problem? -- View this message in context:

Dear All, I am trying to generate some Pareto random variates using the inverse method. This is really straightfoward and my R function looks as below : pareto <- function(c, a, cnt=1000) { u <- runif(cnt) x <- (c / ((u ^ (1 / a)))) mean.theo <- ((c * a) / (a - 1)) mean.gen <- mean(x) cat('Pareto mean : theoritical', mean.theo, 'generated', mean.gen,

Hi, There''s been discussion before on this list on the very small number of hard links supported by btrfs.[1][2] In those threads, an often asked question has been if there''s a real world use case the limit breaks. Also it has been pointed out that a fix for this would need a disk format change. As discussed in bug #15762 [3], there are certainly real-world use cases this

On Thu, Jan 13, 2000 at 17:34:10, Andre Lucas wrote: > Subject: /dev/urandom > On Thu, Jan 13, 2000 at 09:24:01AM -0700, SysProg - Nathan Paul Simons wrote: > > On Thu, 13 Jan 2000, Ben Taylor wrote: > > > > > On Thu, 13 Jan 2000, Max Shaposhnikov wrote: > > > > why ssh1.27 doesn't requre /dev/urandom on solaris? > > > > i think the

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 ============================================================================= FreeBSD-SA-03:12 Security Advisory FreeBSD, Inc. Topic: OpenSSH buffer management error Category: core, ports Module: openssh, ports_openssh,

...help at stat.math.ethz.ch Message-ID: <Pine.WNT.4.44.0306271016341.4000-100000 at petrel> Content-Type: TEXT/PLAIN; charset=US-ASCII R is not S-PLUS, and you need Modern Applied Statistics in S (4th ed) for a description including R. sample in R used a PRNG: see ?RNG in R for the details of PRNGs in R. On Fri, 27 Jun 2003, [iso-8859-1] Ramzi Feghali wrote: > i have a question about the "sample" function used in R, does it work as > a pseudo-dandom number generator programmed with C, like it is described > in Modern Applied Statics with S-Plus 3d edition chapter 5 sectio...