[R] Mersenne-Twister RNG

Guillaume Chapron carnivorescience at gmail.com
Sun Mar 1 14:14:42 CET 2009


I have a question regarding the default RNG in R. The helps indicate  
that :

  The default is "Mersenne-Twister". From Matsumoto and Nishimura  
(1998). A twisted GFSR with period 2^19937 - 1 and equidistribution in  
623 consecutive dimensions (over the whole period). The ‘seed’ is a  
624-dimensional set of 32-bit integers plus a current position in that  

Looking at the GNU scientific library, the following is written:

The MT19937 generator of Makoto Matsumoto and Takuji Nishimura is a  
variant of the twisted generalized feedback shift-register algorithm,  
and is known as the “Mersenne Twister” generator. (...) The generator  
gsl_rng_mt19937 uses the second revision of the seeding procedure  
published by the two authors above in 2002. The original seeding  
procedures could cause spurious artifacts for some seed values. They  
are still available through the alternative generators  
gsl_rng_mt19937_1999 and gsl_rng_mt19937_1998.

What is the exact version of Mersenne-Twister in R? Is it the 2002  
revision, or the original 1998 one?

Thank you!


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