Displaying 20 results from an estimated 400 matches similar to: "Wichmann-Hill Random Number Generator and the Birthday Problem"
2008 Aug 14
2
[R] RNG Cycle and Duplication (PR#12540)
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I didn't describe the problem clearly. It's about the number of distinct=20
values. So just
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
1999 Apr 28
1
R random number generator
R 0.64 on windows NT 4.0
Sometimes I got an error message by doing this
> .Random.seed <- c(1, 1:2)
> .Random.seed
[1] 1 1 2
> runif(5)
Warning: Wrong length .Random.seed; forgot initial RNGkind? set to Wichmann-Hill[1] 0.02253721 0.84832584 ........
Sometimes I do not get error message:
> .Random.seed <- c(1, 1:2)
> .Random.seed
[1] 1 1 2
> runif(1)
[1] 0.5641106
>
1999 May 04
1
rnorm
Brian
I've been playing a bit with the Wichmann-Hill RNG. I would prefer to have
normally distributed random numbers and I think I have things generally worked
out to use Wichmann-Hill and then Box-Muller. In the process, I was looking at
R's rnorm.c, but could not figure out what transformation is used in R to
convert uniform rv's to normal rv's. Do you know? It looks like there
2002 Nov 26
5
unexpected behaviour of rnorm()
Hello everyone.
If I do
f <- function(n){max(rnorm(n))}
plot(sapply(rep(5000,4000),f)) #[this takes my PC about 30 seconds]
then I get something quite unexpected: gaps in the distribution. For
me, the most noticable one is at about 3.6.
Do others get this? Is it an optical illusion? It can't be right,
can it? Or maybe I just don't understand the good ol' Gaussian very
2003 Jun 13
0
Testing the R RNGs
I have applied L'Ecuyer's TESTU01 suite of RNG tests
to the RNGs in R. TESTU01 offers three increasingly
more stringent suites, called "Small Crush", "Crush" and
"Big Crush". If a particular RNG fails Small Crush, there
is no need to apply Big Crush.
Below I summarize the results:
Number of Tests Failed
Small Crush Crush Big Crush
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
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
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
2000 Feb 22
2
reproducing Box-Muller numbers
There seems to be a minor problem with reproducing numbers from rnorm with
Box-Muller. The pattern suggests it might have something to do with the value
that gets dropped when an odd number of numbers is requested. (Details below.)
Also, could "user-supplied" be added as an option for normal.kind in RNGkind.
I'm sure the Box-Muller in R is better than my own attempt, but I would
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
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
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
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
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()
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
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:
>
2008 Aug 14
2
RNG Cycle and Duplication
Hello all,
I am generating large samples of random numbers. The RNG help page says:
"All 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." But I find that the cycles are not
the same as the 32-bit integer.
My test indicated that the cycles for
2008 Aug 19
1
RNGkind() state (PR#12567)
I sent this to R-devel early last month, but have received no response, so I guess it
really is a bug.
This looks like a bug to me, and is a bit hard to describe, but easy to reproduce. ?
Basically, if RNGkind is saved as something other than the default, and if the first
operation in a session is a set.seed(), the default is reverted to. ?Reproduce by:
cafe-rozo> ?R --vanilla
R version
2017 Apr 02
3
samba Digest, Vol 172, Issue 2
On Sun, 2 Apr 2017 19:02:35 +0200
Karl Heinz Wichmann via samba <samba at lists.samba.org> wrote:
> Hallo Marc
>
> I change the loglevel to 10
>
>
> database
> "dlopen /usr/lib/x86_64-linux-gnu/samba/bind9/dlz_bind9_9.so -d 10";
>
> and i get following errors:
>
> 02-Apr-2017 18:47:44.389 samba_dlz: ldb: ldb_asprintf/set_errstring:
> No