Displaying 20 results from an estimated 100 matches similar to: "Extreme bunching of random values from runif with Mersenne-Twister seed"
2017 Nov 03
1
Extreme bunching of random values from runif with Mersenne-Twister seed
Martin,
Thanks for the helpful reply. Alas I had forgotten that (implied)
unfavorable comparisons of *nix systems with Windows systems would likely
draw irate (but always substantive) responses on the R-devel list -- poor
phrasing on my part. :)
Regardless, let me try to address some of the concerns related to the
construction of the MRE itself and try to see if we can clean away the
shrubbery
2017 Nov 03
5
Extreme bunching of random values from runif with Mersenne-Twister seed
This is cross-posted from SO (https://stackoverflow.com/q/47079702/1414455),
but I now feel that this needs someone from R-Devel to help understand why
this is happening.
We are facing a weird situation in our code when using R's [`runif`][1] and
setting seed with `set.seed` with the `kind = NULL` option (which resolves,
unless I am mistaken, to `kind = "default"`; the default being
2017 Nov 03
0
Extreme bunching of random values from runif with Mersenne-Twister seed
>>>>> Tirthankar Chakravarty <tirthankar.lists at gmail.com>
>>>>> on Fri, 3 Nov 2017 13:19:12 +0530 writes:
> This is cross-posted from SO
> (https://stackoverflow.com/q/47079702/1414455), but I now
> feel that this needs someone from R-Devel to help
> understand why this is happening.
Why R-devel -- R-help would have been
2017 Nov 03
0
Extreme bunching of random values from runif with Mersenne-Twister seed
The random numbers in a stream initialized with one seed should have about
the desired distribution. You don't win by changing the seed all the
time. Your seeds caused the first numbers of a bunch of streams to be
about the same, but the second and subsequent entries in each stream do
look uniformly distributed.
You didn't say what your 'upstream process' was, but it is easy to
2017 Nov 03
0
Extreme bunching of random values from runif with Mersenne-Twister seed
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
2017 Nov 05
0
Extreme bunching of random values from runif with Mersenne-Twister seed
Tirthankar,
"random number generators" do not produce random numbers. Any given
generator produces a fixed sequence of numbers that appear to meet
various tests of randomness. By picking a seed you enter that sequence
in a particular place and subsequent numbers in the sequence appear to
be unrelated. There are no guarantees that if YOU pick a SET of seeds
they won't produce
2017 Nov 03
2
Extreme bunching of random values from runif with Mersenne-Twister seed
Bill,
Appreciate the point that both you and Serguei are making, but the sequence
in question is not a selected or filtered set. These are values as observed
in a sequence from a mechanism described below. The probabilities required
to generate 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:
>
2017 Nov 03
2
Extreme bunching of random values from runif with Mersenne-Twister seed
Bill,
I have clarified this on SO, and I will copy that clarification in here:
"Sure, we tested them on other 8-digit numbers as well & we could not
replicate. However, these are honest-to-goodness numbers generated by a
non-adversarial system that has no conception of these numbers being used
for anything other than a unique key for an entity -- these are not a
specially constructed
2017 Nov 05
0
Extreme bunching of random values from runif with Mersenne-Twister seed
> On 5 Nov 2017, at 15:17 , Duncan Murdoch <murdoch.duncan at gmail.com> wrote:
>
> On 04/11/2017 10:20 PM, Daniel Nordlund wrote:
>> Tirthankar,
>> "random number generators" do not produce random numbers. Any given
>> generator produces a fixed sequence of numbers that appear to meet
>> various tests of randomness. By picking a seed you enter
2017 Nov 05
5
Extreme bunching of random values from runif with Mersenne-Twister seed
On 04/11/2017 10:20 PM, Daniel Nordlund wrote:
> Tirthankar,
>
> "random number generators" do not produce random numbers. Any given
> generator produces a fixed sequence of numbers that appear to meet
> various tests of randomness. By picking a seed you enter that sequence
> in a particular place and subsequent numbers in the sequence appear to
> be unrelated.
2006 Sep 25
1
Initialising Mersenne-Twister with one integer
Hi,
It seems to me that the Mersenne-Twister PRNG can be initialised using
one integer instead of 624 integers, since inside RNG.c code there's a
function defined as MT_sgenrand(Int32).
How do I actually set this seed within R?
I've tried:
> .Random.seed <- c(3, 1)
> runif(1)
Error in runif(1) : .Random.seed has wrong length
In addition, is '3' actually the
2016 Aug 30
0
A bug in the R Mersenne Twister (RNG) code?
I don't see evidence of a bug. There have been several versions of the
MT; we may be using a different version than you are. Ours is the
1999/10/28 version; the web page you cite uses one from 2002.
Perhaps the newer version fixes some problems, and then it would be
worth considering a change. But changing the default RNG definitely
introduces problems in reproducibility, so it's
2016 Sep 01
0
A bug in the R Mersenne Twister (RNG) code?
I wonder how useful a (set of?) "time machine" functions which look up
/infer things like this based on a date would be. Could ease the pain of
changes generally, though not remove it completely.
~G
On Wed, Aug 31, 2016 at 5:45 PM, Paul Gilbert <pgilbert902 at gmail.com> wrote:
>
>
> On 08/30/2016 06:29 PM, Duncan Murdoch wrote:
>
>> I don't see evidence of
2016 Aug 31
1
A bug in the R Mersenne Twister (RNG) code?
On 30 August 2016 at 18:29, Duncan Murdoch wrote:
| I don't see evidence of a bug. There have been several versions of the
| MT; we may be using a different version than you are. Ours is the
| 1999/10/28 version; the web page you cite uses one from 2002.
|
| Perhaps the newer version fixes some problems, and then it would be
| worth considering a change. But changing the default RNG
2016 Sep 01
2
A bug in the R Mersenne Twister (RNG) code?
On 08/30/2016 06:29 PM, Duncan Murdoch wrote:
> I don't see evidence of a bug. There have been several versions of the
> MT; we may be using a different version than you are. Ours is the
> 1999/10/28 version; the web page you cite uses one from 2002.
>
> Perhaps the newer version fixes some problems, and then it would be
> worth considering a change. But changing the
2016 Aug 30
4
A bug in the R Mersenne Twister (RNG) code?
Whomever,
I recently sent the "bug report" below toR-core at r-project.org and have
just been asked to instead submit it to you.
Although I am basically not an R user, I have installed version 3.3.1
and am also the author of a statistics program written in Visual Basic
that contains a component which correctly implements the Mersenne
Twister (MT) algorithm. I believe that it is
2005 Jul 26
3
Generating unique random tokens for ActiveRecord objects
I have an ActiveRecord subclass that needs to generate a random (hard
to guess) token for each record in its corresponding table. Currently
I''m doing something like this:
def before_create
self[''token''] = random_value
while self.class.find_by_token(self[''token''])
self[''token''] = random_value
2010 Jun 02
0
Multiple threads writing to the same Starling queue doesn't work?
Hi guys,
I can''t find a clear answer to this: is it possible/correct to have
several threads write to the same Starling queue at the "same time"?
It doesn''t seem reliable according to my tests - but maybe I am doing
something wrong.
If I do:
def test_starling
FooWorker.asynch_foo_test(:my_id => ''foo'')
temp = []
for i in 1..1000
temp
2005 Sep 21
0
Intermitant delays on call setup.
We are seeing this weird problem, it seems to happen at random periods
throughout the day from a few minuets to a up to an hour.
[Phone A] >--SIP--> [Asterisk] >--SIP--> [Phone B]
Both phones are snom 360's.
Asterisk is Stable 1.0.9
Pretty simple config, just a dial direct to each other like
Dial(SIP/phoneA,30,t)
Running Gentoo linux
When we make a call during one of the problem
2005 May 06
2
slowness of plot(x, type='l')
A couple of days ago a few messages indicated that something changed in the
basic plot routine that made plot(*, type='l') slow for large data sets.
Some people even reported crashes for very large data sets. As far as I
remember, this was not reported as a formal bug.
I am still not sure if this is a bug, so I report my findings here. First
of all, I think I see a slowdown of the plot