Displaying 20 results from an estimated 2000 matches similar to: "Tested Random Number Generator"
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 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
2009 May 12
4
different results on linux and windows
Dear R experts,
we are preparing an R-package to compute the Oja Median which contains
some C++ code in which random numbers are needed. To generate the random
numbers we use the following Mersenne-Twister implementation:
// MersenneTwister.h
// Mersenne Twister random number generator -- a C++ class MTRand
// Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus
// Richard J.
2008 Aug 17
1
Wichmann-Hill Random Number Generator and the Birthday Problem
Dear all,
Recently I am generating large random samples (10M) and any duplicated
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
2019 Feb 26
2
bias issue in sample() (PR 17494)
Gabe
As mentioned on Twitter, I think the following behavior should be fixed
as part of the upcoming changes:
R.version.string
## [1] "R Under development (unstable) (2019-02-25 r76160)"
.Machine$double.digits
## [1] 53
set.seed(123)
RNGkind()
## [1] "Mersenne-Twister" "Inversion"??????? "Rejection"
length(table(runif(1e6)))
## [1] 999863
I don't
2019 Feb 26
1
bias issue in sample() (PR 17494)
Ralf
I don't doubt this is expected with the current implementation, I doubt
the implementation is desirable. Suggesting to turn this to
pbirthday(1e6, classes = 2^53)
## [1] 5.550956e-05
(which is still non-zero, but much less likely to cause confusion.)
Best regards
Kirill
On 26.02.19 10:18, Ralf Stubner wrote:
> Kirill,
>
> I think some level of collision is actually
2000 May 25
4
Needed: Understading runif() output :-)
Dear all,
I have been trying to understand what runif() is telling me.
I am generating lots of numbers (billions and billions (wow, I''ve dreamed
about saying that for many years... :-) ), for a distribution that has the
following quantile function:
1 / (2 * sqrt(1 - p))
(that is, the distribution has a lower cutoff)
As you can imagine, this has rather heavy upper tail. I was
2003 Oct 20
1
Random Number Generator RNGkind() under "R CMD check" (PR#4691)
Full_Name: Wolfgang Huber
Version: 1.8.0
OS: Linux
Submission from: (NULL) (193.174.58.146)
The man page for RNGkind says that the default is Mersenne-Twister, and when I
start R interactively, I get in fact
> RNGkind()
[1] "Mersenne-Twister" "Inversion"
However, during the execution of "R CMD check" I get
> > ### ** Examples
> >
> > RNGkind()
2013 Feb 21
1
limitations to random number generator in 64-bits machines
Dear List,
Recently I got the comment that the implementation of the random number
generator used by default in R (Mersenne-Twister) could not be "safe"
for 64-bits machines, so I decided to put the question here because I do
not have expertise in that topic, and because this question could be
"too technical for R-help's audience". I apologise if this is not the case.
2005 Dec 15
1
precision of rnorm
How many distinct values can rnorm return?
I assume that rnorm manipulates runif in some way, runif uses the Mersenne
Twister, which has a period of 2^19937 - 1. Given that runif returns a 64
bit precision floating point number in [0,1], the actual period of the
Mersenne Twister in a finite precision world must be significantly less.
One of the arguments for Monte Carlo over the bootstrap is
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 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
2011 Aug 05
2
Question on RNG
Hi all, I have happened to work on MS .NET for sometime now, and I found that this language offers RNG what is called 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
2013 Feb 18
2
Random number generator used in 'runif'
Dear list,
For the implementation of a particular optimization algorithm it is
very important the random number generator.
I would like to know if somebody could tell me what is the random
number generator used by default in the 'runif' function.
>From the help page of 'runif' and '.Random.seed' I guess that the
default algorithm is 'Mersenne-Twister', but I
2008 Aug 12
3
aligned memory allocation in C
Hi,
I'm currently R porting SF Mersenne Twister algorithm of Matsumoto and
Saito. To get the full power of their code, I want to use their
fonction fill_array32 which need aligned memory. That is to say I need
to use the C function memalign on windows, posix_memalign on linux and
classic malloc on Mac OS. In 'writing R extenstion', they recommand to
use R_alloc function to
2008 Aug 12
3
aligned memory allocation in C
Hi,
I'm currently R porting SF Mersenne Twister algorithm of Matsumoto and
Saito. To get the full power of their code, I want to use their
fonction fill_array32 which need aligned memory. That is to say I need
to use the C function memalign on windows, posix_memalign on linux and
classic malloc on Mac OS. In 'writing R extenstion', they recommand to
use R_alloc function to
2006 Aug 28
1
Speed of runif() on different Operating Systems
Dear list,
I have noticed surprisingly big performance differences of runif()
between Windows XP and (Debian) linux on similar CPUs (Pentium D 3.0GHz
(WinXP)/3.2GHz (Linux)) and I wonder if there is a simple explanation
for the difference.
On a linux system (with a slightly better CPU and 1GB more RAM),
execution of runif() seems to consume about 80% more CPU time than on a
Windows XP
1998 Nov 04
3
simple questions about R
A few simple questions from a novice R user. (I am running
R version 0.62.3 Beta (Sept 8, 1998) under Windows NT.)
1) How do I time the execution of a function/program in R
for Windows? Is there the equivalent of a dos.time function?
2) Can anyone send me details on the random number generator
used by R (period, etc.). Also, why is it different from
the SuperDuper RNG in S?
3) Will there
2011 Feb 02
4
testing randomness of random number generators with student t-test?
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
2009 Nov 16
2
(Parallel) Random number seed question...
Hi All,
I have k identical parallel pieces of code running, each using n.rand
random numbers.? I would like to use the same RNG (for now), and set
the seeds so that I can guarantee that there are no overlaps in the
random numbers sampled by the k pieces of code.? Another side goal is
to have reproducibility of my results.? In?the past I have used C with
SPRNG for this task, but I'm hoping