[Rd] RNG usability
Prof Brian D Ripley
ripley@stats.ox.ac.uk
Wed, 23 Feb 2000 21:59:37 +0000 (GMT)
On Wed, 23 Feb 2000, Paul Gilbert wrote:
> >It does not
> >necessarily save the state of other generators, and in particular
> >does not save the state of the Box-Muller normal generator.
>
> I thought Box-Muller just transformations uniform numbers? Does its
> state just refer to whether an even or odd number of numbers have been
> produced, and in the later case keep the last one for using the next
> time?
Yes.
> >If you want to reproduce work later, call `set.seed' rather than set
> `.Random.seed'.
>
> But then I'm back to the original problem (which fortunately does not
> seem to be a problem for the uniform generator): Using B-M for rnorm I
> can't query the state at any given time and then reliably reset to that
> state?
Yes. So use a more reliable option for norm_rand.
--
Brian D. Ripley, ripley@stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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