[R] difference between rnorm(1000, 0, 1) and running rnorm(5

[(Ted Harding)]

On 08-Feb-06 Duncan Murdoch wrote:
> On 2/8/2006 4:53 AM, Bjørn-Helge Mevik wrote:
>> Why don't you test it yourself?
>> 
>> E.g.,
>> 
>> set.seed(42)
>> bob1 <- rnorm(1000,0,1)
>> set.seed(42)
>> bob2 <- rnorm(500,0,1)
>> bob3 <- rnorm(500,0,1)
>> identical(bob1, c(bob2, bob3))
>> 
>> I won't tell you the answer. :-)
> 
> This isn't really something that can be proved by a test.  Perhaps the 
> current implementation makes those equal only because 500 is even, or 
> divisible by 5, or whatever...
> 
> I think the intention is that those should be equal, but in a quick 
> search I've been unable to find a documented guarantee of that.  So I 
> would take a defensive stance and assume that there may be conditions 
> where c(rnorm(m), rnorm(n)) is not equal to rnorm(m+n).
> 
> If someone can point out the document I missed, I'd appreciate it.
> 
> Duncan Murdoch

On my understanding, once the seed is set the sequence generated
by the underlying RNG is determined, whether it is the result of
a single call to produce a long sequence or multiple calls to
generate many shorter sequences. Example:

> set.seed(42)
> multi<-numeric(20)
> set.seed(42)
> single<-rnorm(20)
> set.seed(42)
> for(i in (1:20)) multi[i]<-rnorm(1)
> print(max(multi-single),digits=22)
[1] 0
> print(min(multi-single),digits=22)
[1] 0

In other words: identical!

Whether there are possible exceptions, in some implementations
of r<dist> where <dist> is other than "norm", has to be answered
by people who are familiar with the internals of these functions.

Best wishes to all,
Ted.




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Date: 08-Feb-06                                       Time: 13:26:10
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