[R] random number generation issues with r and compiled C code
Prof Brian D Ripley
ripley at stats.ox.ac.uk
Fri Jan 25 08:51:59 CET 2002
On Fri, 25 Jan 2002, Faheem Mitha wrote:
>
>
> On Thu, 24 Jan 2002, Prof Brian Ripley wrote:
>
> > 3) When using standalone Rmathlib
> >
> > A little care is needed to use the random-number routines. You will
> > need to supply the uniform random number generator
> >
> > double unif_rand(void)
> >
> > or use the one supplied (and with a shared library or DLL you will have
> > to use the one supplied, which is the Marsaglia-multicarry with an entry
> > point
> >
> > set_seed(unsigned int, unsigned int)
> >
> > to set its seeds).
> >
> > So, I'm not clear if you have supplied your own or used the one supplied,
> > but if the latter, you need to call set_seed, *but only once*.
>
> Thank you for the reply. I used the one supplied (set_seed). So can I call
> set_seed from the top level of my C code; ie from main(), which then calls
> other functions which call unif_rand() etc?
Yes, you can do it. What it does is to set internal C variables which
unif_rand() consults. It's all in .../src/nmath/standalone/sunif.c, and
it is easier to read the code than to try explain it to you in words.
--
Brian D. Ripley, ripley at 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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