similar to: About function "unif_rand()"

Hello, On Thursday, September 20, 2018 11:15:04 AM EDT Duncan Murdoch wrote: > On 20/09/2018 6:59 AM, Ralf Stubner wrote: > > On 9/20/18 1:43 AM, Carl Boettiger wrote: > >> For a well-tested C algorithm, based on my reading of Lemire, the > >> unbiased "algorithm 3" in https://arxiv.org/abs/1805.10941 is part > >> already of the C standard library in

Dear R-users: Recently I found my simulation run into an apparently infinite loop. After a few days of tracing and chasing, I believe it is caused by the built-in unif_rand() and exp_rand() functions: unif_rand() can produce a value of 0 which causes the following part of exp_rand() running into an infinity loop u = unif_rand(); for (;;) { u += u; if (u > 1.0) break;

Dear People, I have been writing a simulation routine that is currently entirely written in c++. I've been using the R standalone math library to give me random number generation for this. However, I have had to set the seed myself, and I am using set_seed(time(NULL), clock) for every call to unif_rand(). However, this works really badly. The random numbers aren't uniform at all. Does

On 9/20/18 1:43 AM, Carl Boettiger wrote: > For a well-tested C algorithm, based on my reading of Lemire, the unbiased > "algorithm 3" in https://arxiv.org/abs/1805.10941 is part already of the C > standard library in OpenBSD and macOS (as arc4random_uniform), and in the > GNU standard library. Lemire also provides C++ code in the appendix of his > piece for both this and

Hello, I have some C code that I'm interfacing to R using the .C calling interface. Currently the C code uses the rand() function from the GNU C library to generate random numbers. Since I need the random numbers in a range from 0 to a (where a is an integer) I use the RAND_MAX macro as (int)(rand() * (float)(*nobs-1) / (RAND_MAX+1.0)) (taken from the rand() manpage) However, since I have

Hi Duncan-- Nice simulation! The absolute difference in probabilities is small, but the maximum relative difference grows from something negligible to almost 2 as m approaches 2**31. Because the L_1 distance between the uniform distribution on {1, ..., m} and what you actually get is large, there have to be test functions whose expectations are quite different under the two distributions.

A quick point of order here: arguing with Duncan in this forum is helpful to expose ideas, but probably neither side will convince the other; eventually, if you want this adopted in core R, you'll need to convince an R-core member to pursue this fix. In the meantime, a good, well-tested implementation in a user-contributed package (presumably written in C for speed) would be enormously

Hello, everybody, Happy New Year! I am a graduate student from Concordia University. I meet a problem when I am working on my thesis. I hope I will get help from you. I have a mathematical model which was already implemented by using R language. However, part of this model includes fixed point iteration algorithm and calculation of large linear equations which n will get to 5000. Because of

Hello, everybody, I created a R package which includes C code. But I load this package, and carry out the R function in it. It shows C function is not in load table as follows. Would you tell me what is the problem? Where do I make mistake? Maggie [Previously saved workspace restored] > library(var) Attaching package 'var': The following object(s) are masked _by_

No, the 2nd call only happens when m > 2**31. Here's the code: (RNG.c, lines 793ff) double R_unif_index(double dn) { double cut = INT_MAX; switch(RNG_kind) { case KNUTH_TAOCP: case USER_UNIF: case KNUTH_TAOCP2: cut = 33554431.0; /* 2^25 - 1 */ break; default: break; } double u = dn > cut ? ru() : unif_rand(); return floor(dn * u); } On Wed, Sep

hello, I create a package which includes C code and Lapack. But when I run " R CMD check ". an error message, "/usr/bin/ld: cannot find -lfrtbegin " occurs. could you tell me what is the problem? the detailed message is as follows: [credsim@confsys ~/src]$ R CMD check var * checking for working latex ... OK * using log directory '/home/credsim/src/var.Rcheck' *

Dear People, I am trying to use R's Math library as standalone, as documented in /src/nmath/standalone. I am using C++ in Debian testing, and the versions are as follows: ii g++-3.0 3.0.3-1 The GNU C++ compiler. ii r-mathlib 1.4.0-1 `GNU S' - Standalone R math library I have a file (rand.cc) as follows. I don't think that lattice.hh or mh.hh are very

On 20/09/2018 6:59 AM, Ralf Stubner wrote: > On 9/20/18 1:43 AM, Carl Boettiger wrote: >> For a well-tested C algorithm, based on my reading of Lemire, the unbiased >> "algorithm 3" in https://arxiv.org/abs/1805.10941 is part already of the C >> standard library in OpenBSD and macOS (as arc4random_uniform), and in the >> GNU standard library. Lemire also

Hello, Top posting. Several people have asked about the code to replicate my results. I have cleaned up the code to remove an x/y coordinate bias for displaying the results directly on a 640 x 480 VGA adapter. You can find the code here: http://people.redhat.com/sgrubb/files/vseq.c To collect R samples: X <- runif(10000, min = 0, max = 65535) write.table(X, file =

It doesn't seem too hard to come up with plausible ways in which this could give bad results. Suppose I sample rows from a large dataset, maybe for bootstrapping. Suppose the rows are non-randomly ordered, e.g. odd rows are males, even rows are females. Oops! Very non-representative sample, bootstrap p values are garbage. David On Wed, 19 Sep 2018 at 21:20, Duncan Murdoch <murdoch.duncan

Hi, Our department has detected a bug in the implementation of the Kinderman-Ramage generator for normal random variates in version 1.7.0, which can be seen from the below R session. (Consecutive calls for chisq.test(...) always gives p-values very close to 0.) We have already encountered this bug in version 1.6.2 The error is in file R-1.7.0/src/nmath/snorm.c Here is a patch for this file to

Hello, all, I have the same question as the last mail I sent. I have installed libRmath in my system. But I still can not link Rmath through -lRmath. The whole process is as follow.Is there anybody who is so kind to help me find out the problem? I will appreciate very much. [credsim at confsys ~]$ cd /usr/lib [credsim at confsys lib]$ ls -l libR* -rw------- 1 bcdesai bcdesai 237828 Apr

> From: "Pavel S. Ruzankin" <ruzankin at math.nsc.ru> > Let us consider the current uniform sampling without replacement > algorithm. It resides in function do_sample in > https://svn.r-project.org/R/trunk/src/main/random.c > Its complexity is obviously O(n), where the sample is selected from > 1...n, since the algorithm has to create a vector of length n. So

Full_Name: Richard Simard Version: OS: Linux Submission from: (NULL) (132.204.25.139) In the random number generator MARSAGLIA_MULTICARRY, your algorithm is different than the one in the original reference that you give in the R manual: Marsaglia in his post to the mailing list {\it sci.stat.math} on September 29, 1997. The last line in the R program has a ^ while Marsaglia's algorithm has

hello, I have a c code which uses clapack. I want to integrate R with this code. It said that I create a R package including my c code. Then build it with putting PKG_LIBS = $(LAPACK_LIBS). I want to know the interface LAPACK_LIBS is Fortran or C? If it is written in Fortran, how can I build them together? If I can build them together, I still use the function in cLapack or the function in