Displaying 20 results from an estimated 800 matches similar to: "Testing the R RNGs"
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
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
2005 Nov 17
2
R questions
Dear Sir/Madam,
I am a beginner 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
2002 Mar 11
1
problem with deriv3?
Using S+ 6 for Linux and
R 1.4.1
Taking verbatim some lines from S-Plus that work
perfectly, and running them on R, I get an
unexpected error message:
R : Copyright 2002, The R Development Core Team
Version 1.4.1 (2002-01-30)
> library(MASS)
> data <- read.table("/usr/local/data/mcmanus.dat",header=T)
> mcmanus.frm <-
2008 Aug 14
2
[R] RNG Cycle and Duplication (PR#12540)
This message is in MIME format. The first part should be readable text,
while the remaining parts are likely unreadable without MIME-aware tools.
---559023410-851401618-1218751024=: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
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
2016 Jan 15
4
Proposal: always handle keys in separate process
How about using the existing OpenSSH client's PKCS#11 support to
isolate keying material in a dedicated process?
A similar approach, "Practical key privilege separation using Caml
Crush", was discussed at FOSDEM'15 with a focus on
Heatbleed [1][2] but the ideas and principles are the same.
Now this is easily done using the following available components:
- SoftHSM to store
2013 Jan 23
3
How to construct a valid seed for l'Ecuyer's method with given .Random.seed?
Dear expeRts,
I struggle with the following problem using snow clusters for parallel computing: I would like to specify l'Ecuyer's random number generator. Base R creates a .Random.seed of length 7, the first value indicating the kind fo random number generator. I would thus like to use the components 2 to 7 as the seed for l'Ecuyer's random number generator.
By doing so, I
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
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
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:
>
2006 Aug 24
1
Using a 'for' loop : there should be a better way in R
I need to apply a yearly inflation factor to some
wages and supply some simple sums by work category. I
have gone at it with a brute force "for" loop approach
which seems okay as it is a small dataset. It looks
a bit inelegant and given all the warnings in the
Intro to R, etc, about using loops I wondered if
anyone could suggest something a bit simpler or more
efficent?
Example:
2025 Apr 17
1
Gluster with ZFS
Gagan:
Throwing my $0.02 in --
It depends on the system environment of how you are planning on deploying Gluster (and/or Ceph).
I have Ceph running on my three node HA Proxmox cluster using three OASLOA Mini PCs that only has the Intel N95 Processor (4-core/4-thread) with 16 GB of RAM and a cheap Microcenter store brand 512 GB NVMe M.2 2230 SSD and my Ceph cluster has been running without any
2010 Jul 19
0
[LLVMdev] Fwd: Building VMKit
Hi Joshua,
> $ j3 Hello
> j3: JavaClass.cpp:480: j3::JavaObject* j3::Class::doNew(j3::Jnjvm*):
> Assertion `(this->isInitializing() ||
> classLoader->getCompiler()->isStaticCompiling()) && "Uninitialized class
> when allocating."' failed.
> Aborted
Regarding to j3 in 64 bit version, it should work now after we've
found crush reason,
both in
2010 Jul 20
0
[LLVMdev] Fwd: Building VMKit
Hi Joshua,
If you can get a running 32bit system, I'd suggest you do so, as you'll get
up to speed right away. I can't test VMKit on a 64bits machine, and I have
been aware that there are some compilation/execution problems. Besides, the
current GCs of VMKit do not work on 64bits (neither MMTk nor GCMmap2).
Nicolas
On Tue, Jul 20, 2010 at 3:56 PM, Joshua Warner <joshuawarner32 at
2009 Jul 28
3
dovecot 1.2.1 and sieve-0.9.1
Hi all,
ok, can someone tell me which header fields that the "Sender" function
in sieve looks at ???
I've created a sieve rule to move a mail to a directory that looks like
this :
# rule:[File Message]
if anyof (address :contains "Sender" "Dude")
{
fileinto "TestFolder";
}
And the emails headers look like this :
Received: (qmail 5811 invoked
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 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