Displaying 4 results from an estimated 4 matches for "wichman".
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wichmann
2019 Feb 26
2
bias issue in sample() (PR 17494)
...behavior,
but it's documented in ?Random:
"Do not rely on randomness of low-order bits from RNGs. Most of the
supplied uniform generators return 32-bit integer values that are
converted to doubles, so they take at most 2^32 distinct values and long
runs will return duplicated values (Wichmann-Hill is the exception, and
all give at least 30 varying bits.)"
The "Wichman-Hill" bit is interesting:
RNGkind("Wichmann-Hill")
length(table(runif(1e6)))
## [1] 1000000
length(table(runif(1e6)))
## [1] 1000000
Mersenne-Twister has a much much larger periodicity than Wi...
2019 Feb 26
1
bias issue in sample() (PR 17494)
...andom:
>>
>> "Do not rely on randomness of low-order bits from RNGs. Most of the
>> supplied uniform generators return 32-bit integer values that are
>> converted to doubles, so they take at most 2^32 distinct values and long
>> runs will return duplicated values (Wichmann-Hill is the exception, and
>> all give at least 30 varying bits.)"
>>
>> The "Wichman-Hill" bit is interesting:
>>
>> RNGkind("Wichmann-Hill")
>> length(table(runif(1e6)))
>> ## [1] 1000000
>> length(table(runif(1e6)))
>&g...
2019 Feb 26
0
bias issue in sample() (PR 17494)
...;s documented in ?Random:
>
> "Do not rely on randomness of low-order bits from RNGs. Most of the
> supplied uniform generators return 32-bit integer values that are
> converted to doubles, so they take at most 2^32 distinct values and long
> runs will return duplicated values (Wichmann-Hill is the exception, and
> all give at least 30 varying bits.)"
>
> The "Wichman-Hill" bit is interesting:
>
> RNGkind("Wichmann-Hill")
> length(table(runif(1e6)))
> ## [1] 1000000
> length(table(runif(1e6)))
> ## [1] 1000000
>
> Merse...
2019 Feb 19
2
bias issue in sample() (PR 17494)
Before the next release we really should to sort out the bias issue in
sample() reported by Ottoboni and Stark in
https://www.stat.berkeley.edu/~stark/Preprints/r-random-issues.pdf and
filed aa a bug report by Duncan Murdoch at
https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17494.
Here are two examples of bad behavior through current R-devel:
set.seed(123)
m <- (2/5) * 2^32