search for: taocp

...numbers are not desired. We tried several RNGs in R and found Wichmann-Hill did not produce duplications. The duplication problem is the interesting birthday problem. If there are M possible numbers, randomly draw N numbers from them, the average number of dupilcations D = N(N-1)/2/M. For Knuth-TAOCP and Knuth-TAOCP-2002, M=2^30, since this modulus is used. D = 46566.12 for N=10M samples. For Marsaglia-Multicarry, Super-Duper and Mersene-Twister, M=2^32. D = 11641.53 for N = 10M samples. My testing results (see below) agree with above analysis. But for Wichmann-Hill, it wasn't. Wichman...

...r in R. Here is my questions. 1. Can you give me one test for randomness (a name and descriptive paragraph is sufficient). 2. I have learned a uniform random number generator [e.g. not the algorithms: i)Wichmann-Hill, ii) Marsaglia-Multicarry, iii) Super-Duper (Marsaglia), iv) Mersenne-Twister, v) TAOCP-1997 (Knuth), or vi) TAOCP-2002 (Knuth)] . Is there any other method besides that? 3. How to generate 100 random standard normal deviates using the Box-Muller method for standard normal random deviates and sort the sequence, smallest to largest? Your kind help is greatly appreciated. Thanks in ad...

...lled as Donald E. Knuth's subtractive random number generator algorithm (found here: http://msdn.microsoft.com/en-us/library/system.random.aspx#Y12). ? Here I was wondering whether R also have same RNG in it's inventory, so looked at ?set.seed. There I found 2 related RNGs namely 'Knuth-TAOCP-2002', 'Knuth-TAOCP'. Can somebody guide me what is the most related RNG with .Net's? ? I also want to have R to draw random number from that RNG, given I set a seed. My goal is to have same set of random numbers in .Net & R, so that I can match and see and compare?the performan...

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...0-851401618-1218751024=:15885 Content-Type: TEXT/PLAIN; charset=ISO-8859-1; format=flowed Content-Transfer-Encoding: QUOTED-PRINTABLE I didn't describe the problem clearly. It's about the number of distinct=20 values. So just ignore cycle issue. My tests were: RNGkind(kind=3D"Knuth-TAOCP"); sum(duplicated(runif(1e7))); #return 46552 RNGkind(kind=3D"Knuth-TAOCP-2002"); sum(duplicated(runif(1e7))); #return 46415 #These collision frequency suggested there were 2^30 distinct values by=20 birthday problem. RNGkind(kind=3D"Marsaglia-Multicarry"); sum(duplicat...

...1, 17, 26) return(y) }) This gives values that are **extremely** bunched together. > summary(random_values) Min. 1st Qu. Median Mean 3rd Qu. Max. 25.13 25.36 25.66 25.58 25.83 25.94 This behaviour of `runif` goes away when we use `kind = "Knuth-TAOCP-2002"`, and we get values that appear to be much more evenly spread out. random_values = sapply(seeds, function(x) { set.seed(x, kind = "Knuth-TAOCP-2002") y = runif(1, 17, 26) return(y) }) *Output omitted.* --- **The most interesting thing here is that...

...**extremely** bunched together. >> >> > summary(random_values) >> Min. 1st Qu. Median Mean 3rd Qu. Max. >> 25.13 25.36 25.66 25.58 25.83 25.94 >> >> This behaviour of `runif` goes away when we use `kind = >> "Knuth-TAOCP-2002"`, and we get values that appear to be much more evenly >> spread out. >> >> random_values = sapply(seeds, function(x) { >> set.seed(x, kind = "Knuth-TAOCP-2002") >> y = runif(1, 17, 26) >> return(y) >> }) >&...

...this exact sequence in the wild seem staggering to me. T On Fri, Nov 3, 2017 at 11:27 PM, William Dunlap <wdunlap at tibco.com> wrote: > Another other generator is subject to the same problem with the same > probabilitiy. > > > Filter(function(s){set.seed(s, kind="Knuth-TAOCP-2002");runif(1,17,26)>25.99}, > 1:10000) > [1] 280 415 826 1372 2224 2544 3270 3594 3809 4116 4236 5018 5692 7043 > 7212 7364 7747 9256 9491 9568 9886 > > > > Bill Dunlap > TIBCO Software > wdunlap tibco.com > > On Fri, Nov 3, 2017 at 10:31 AM, Tirthanka...

...Number of Tests Failed Small Crush Crush Big Crush Wichmann-Hill 1 3 NA Multicarry 1 13 NA Super-Duper 1 9 NA Mersenne -- -- -- TAOCP 0 0 0 TAOCP-2002 0 0 0 NA: Not Applied because not necessary --: couldn't duplicate RNG output, so test not run A more detailed description, R-RNGTests.txt will be available at via my homepage until the end of June...

Another other generator is subject to the same problem with the same probabilitiy. > Filter(function(s){set.seed(s, kind="Knuth-TAOCP-2002");runif(1,17,26)>25.99}, 1:10000) [1] 280 415 826 1372 2224 2544 3270 3594 3809 4116 4236 5018 5692 7043 7212 7364 7747 9256 9491 9568 9886 Bill Dunlap TIBCO Software wdunlap tibco.com On Fri, Nov 3, 2017 at 10:31 AM, Tirthankar Chakravarty < tirthankar.lists at gmail.com&gt...

...ggering to me. > > T > > On Fri, Nov 3, 2017 at 11:27 PM, William Dunlap <wdunlap at tibco.com> wrote: > >> Another other generator is subject to the same problem with the same >> probabilitiy. >> >>> Filter(function(s){set.seed(s, kind="Knuth-TAOCP-2002");runif(1,17,26)>25.99}, >> 1:10000) >> [1] 280 415 826 1372 2224 2544 3270 3594 3809 4116 4236 5018 5692 7043 >> 7212 7364 7747 9256 9491 9568 9886 >> >> >> >> Bill Dunlap >> TIBCO Software >> wdunlap tibco.com >> >&g...

...that are **extremely** bunched together. > > >> summary(random_values) > > Min. 1st Qu. Median Mean 3rd Qu. Max. 25.13 > > 25.36 25.66 25.58 25.83 25.94 > > > This behaviour of `runif` goes away when we use `kind = > > "Knuth-TAOCP-2002"`, and we get values that appear to be > > much more evenly spread out. > > > random_values = sapply(seeds, function(x) { > > set.seed(x, kind = "Knuth-TAOCP-2002") y = runif(1, 17, > > 26) return(y) }) > > > *Output om...

...er ? > This gives values that are **extremely** bunched together. >> summary(random_values) > Min. 1st Qu. Median Mean 3rd Qu. Max. 25.13 > 25.36 25.66 25.58 25.83 25.94 > This behaviour of `runif` goes away when we use `kind = > "Knuth-TAOCP-2002"`, and we get values that appear to be > much more evenly spread out. > random_values = sapply(seeds, function(x) { > set.seed(x, kind = "Knuth-TAOCP-2002") y = runif(1, 17, > 26) return(y) }) > *Output omitted.* > --- > *...

...; This gives values that are **extremely** bunched together. > > > summary(random_values) > Min. 1st Qu. Median Mean 3rd Qu. Max. > 25.13 25.36 25.66 25.58 25.83 25.94 > > This behaviour of `runif` goes away when we use `kind = > "Knuth-TAOCP-2002"`, and we get values that appear to be much more evenly > spread out. > > random_values = sapply(seeds, function(x) { > set.seed(x, kind = "Knuth-TAOCP-2002") > y = runif(1, 17, 26) > return(y) > }) > > *Output omitted.* >...

...orsten Hothorn) To further clarify, it seems there is a different RNG for normal (rnorm) than for everything else? (eg RNGKind( .., normal.kind="Inversion"); further, does anybody know if mvtnorm uses this generator? Further, some RNGs seem to be based on the archictecture (eg the Knuth-TAOCP-2002 for example)- is the period really related to 2^32, or is it dependent the architecture, 2^64 for 64 bit R and 2^32 for 32 bit R? I noticed there are several packages related to RNG- please direct me to a vignette/R news article/previous post if this has been covered ad nauseum. I have skim...

Hi, I am very new to R and cannot seem to find how it generates random numbers. I am currently involved with a project that requires a random number generator and have developed one. I am, however, unsure of just how random it is and was wanting to compare my generator with that of R (as well as others). If anyone knows how the random numbers are generated or have any ideas on testing or

Hello, I have a rather annoying issue on going with one of my centos virtual servers. the server hosts a website using apache and mysql ,there are three persons involved with keeping the site up and running. and i am his root due to the fact he does not know anything with about Linux. there is an php/sql coder , and the site owner which only knows to use the CMS and upload new articles to the

...() are members of the S4 group. gammaCody() is no longer in the S3 Math group. They are now all primitive. o The initialization of the random-number stream makes use of the sub-second part of the current time where available. Initialization of the 1997 Knuth TAOCP generator is now done in R code, avoiding some C code whose licence status has been questioned. o The reporting of syntax errors has been made more user- friendly. METHODS PACKAGE o Packages using 'methods' have to have been installed in R 2.4.0...

...() are members of the S4 group. gammaCody() is no longer in the S3 Math group. They are now all primitive. o The initialization of the random-number stream makes use of the sub-second part of the current time where available. Initialization of the 1997 Knuth TAOCP generator is now done in R code, avoiding some C code whose licence status has been questioned. o The reporting of syntax errors has been made more user- friendly. METHODS PACKAGE o Packages using 'methods' have to have been installed in R 2.4.0...

...185 c89: WARNING File = RNG.c, Line = 66 An enumerated type is mixed with another type. { 3, 0, "Mersenne-Twister", 1+624, dummy}, ^ cc-1185 c89: WARNING File = RNG.c, Line = 67 An enumerated type is mixed with another type. { 4, 0, "Knuth-TAOCP", 1+100, dummy}, ^ cc-1185 c89: WARNING File = RNG.c, Line = 67 An enumerated type is mixed with another type. { 4, 0, "Knuth-TAOCP", 1+100, dummy}, ^ cc-1185 c89: WARNING File = RNG.c, Line = 68 An enumerated type is mixed with...