[R-sig-hpc] parallel random number generators

A.J. Rossini blindglobe at gmail.com
Mon May 18 18:02:24 CEST 2009


On Sat, May 16, 2009 at 1:14 AM, Ross Boylan <ross at biostat.ucsf.edu> wrote:
> I notice snow defaults to using rlecuyer rather than rsprng.  Should I
> take this as a sign that the former is "better" in some sense?

Yes.  SPRNG's theoretical properties seem to be poorer from a
theoretic sense than the STREAMS algorthim, at least from my readings,
but there is also the problem that SPRNG is abandonmentware.

best,
-tony

blindglobe at gmail.com
Muttenz, Switzerland.
"Commit early,commit often, and commit in a repository from which we
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