[Rd] random seed question

Liaw, Andy andy_liaw at merck.com
Thu Jan 5 18:10:48 CET 2006

Just one call to each that enclose the RNG calls will do, I believe.


From: Tib
> Greetings,
> I am trying to write a C++ subroutine of my random number 
> generator. Based
> on tutorial in Writing R Extensions, one should call 
> GetRNGstate() before
> and PutRNGstate() after calling  R's random variate 
> generation routines. Now
> suppose my function would generate n(n>1) numbers by a loop, 
> do I need to
> call these two functions at each iteration? This certainly increases
> computation burden (although indiscernible in my case). But 
> if I only call
> them once (outside the loop), will the quality of my random numbers be
> reduced because of serial correlations in RNG algorithms? I 
> do comparisons
> between two methods, no significant difference is found. How 
> do you guys
> write RNG functions? Any other specific reasons? Thanks,
> --
> I am Tib, not Rob.
> 	[[alternative HTML version deleted]]
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