spencer.graves at pdf.com
Mon May 26 23:08:37 CEST 2003
"?.Random.seed" should answer your immediate questions about how the
random numbers were generated. Articles appeared in The American
Statistician a few years ago on the accuracy of statistical computations
in S-Plus that said that S-Plus was one bit away from the best known
algorathm at that time. I suspect that the R developers have fixed that
minor problem. This R help page cites several articles and provides
alternative methods of random number generation, so it is probably among
the best available.
There is a standard naming convention in R / S for functions
associated with probability distributions. An initial letter "r" =
random numbers, "d" = density", "p" = cumulative probability
distribution function (cdf), "q" = quantile function = inverse cdf.
Succeeding letters specify the distribution, so "runif" = uniform,
"rnorm" = normal, "rt" = Student's t, etc.
hth. spencer graves
dcum007 at ec.auckland.ac.nz wrote:
> I am very new to R and cannot seem to find how it generates random numbers. I
> am currently involved with a project that requires a random number generator
> and have developed one. I am, however, unsure of just how random it is and was
> wanting to compare my generator with that of R (as well as others).
> If anyone knows how the random numbers are generated or have any ideas on
> testing or where a true pseudo-random number generator can be found I would
> love to know.
> dcum007 at ec.auckland.ac.nz
> R-help at stat.math.ethz.ch mailing list
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