[R] Randomness

[Prof Brian Ripley]

?RNG comes with copious references, and the sources are in src/main/RNG.c.

On Tue, 27 May 2003 dcum007 at ec.auckland.ac.nz wrote:

> Hi,
> 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.

Well, there is a very extensive literature, and you don't give your 
background.  I would suggest starting with either my 1987 book `Stochastic 
Simulation' or Knuth's TAOCP.  The principles were worked out long ago, 
and the world is in no need of yet another PRNG.  (There are far too many 
that have been heavily promoted and a few years later discredited.)

-- 
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 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595