[R] simple questions about R
wsimpson at uwinnipeg.ca
Wed Nov 4 21:11:48 CET 1998
> > 2) Can anyone send me details on the random number generator
> > used by R (period, etc.). Also, why is it different from
> > the SuperDuper RNG in S?
> That is rather well-documented: see help(.Random.seed). It is the sum
> modulo 1 of three rather poor multiplicative congruential generators.
So has anyone tested how good the resulting generator is?
Marsaglia's multiply-with-carry generator is very easy to implement--he
has posted some C code to newsgroups--and seems to test out OK. I wonder
if it would make sense to use one of his generators instead.
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