[R] Question on RNG

[Barry Rowlingson]

On Fri, Aug 5, 2011 at 8:54 PM, Duncan Murdoch <murdoch.duncan at gmail.com> wrote:

> As far as I know, Microsoft doesn't publish the code for their RNG. Naming
> it is not enough -- implementations that differ in subtle details will give
> different streams.

 Sometimes these subtle software differences are known by another name - "bugs".

> So I'd recommend that you call a known RNG from .NET, rather than whatever
> is built in.  R provides ways to call its RNGs from C, so it's probably
> possible to call it from .NET:  then you can be sure the two streams are
> identical.

 The chatter on the .net site makes me think you'll be very lucky to
get the same numbers out of R as .Net - Microsoft say its a 'modified'
version of a Knuth algorithm (only MS would be so arrogant) and then
there's a bunch of MS programmers complaining about things not
working. Use with care...

Barry