[R-SIG-Mac] rnorm.halton

[David Winsemius]

On Sep 15, 2009, at 11:10 AM, Anirban Mukherjee wrote:

> Thanks everyone for your replies. Particularly David.
>
> The numbers are pseudo-random. Repeated calls should/would give the
> same output.

As I said, this package is not one with which I have experience. It  
has _not_ however the case that repeated calls to (typical?) random  
number functions give the same output when called repeatedly:

 > rnorm(10)
  [1] -0.8740195  2.1827411 -0.1473012 -1.4406262  0.1820631  
-1.3151244 -0.4813703  0.8177692
  [9]  0.2076117  1.8697418
 > rnorm(10)
  [1] -0.7725731  0.8696742 -0.4907099  0.1561859  0.5913528  
-0.8441891  0.2285653 -0.1231755
  [9]  0.5190459 -0.7803617
 > rnorm(10)
  [1] -0.9585881 -0.0458582  1.1967342  0.6421980 -0.5290280  
-1.0735112  0.6346301  0.2685760
  [9]  1.5767800  1.0864515
 > rnorm(10)
  [1] -0.60400852 -0.06611533  1.00787048  1.48289305  0.54658888  
-0.67630052  0.52664127 -0.36449997
  [9]  0.88039397  0.56929333

I cannot imagine a situation where one would _want_ the output to be  
the same on repeated calls unless one reset a seed. Unless perhaps I  
am not understanding the meaning of "random" in the financial domain?

-- 
David

>  Currently, Halton works fine when used to just get the
> Halton sequence, but the random deviates call is not working in 64 bit
> R. For now, I will generate the numbers in 32 bit R, save them and
> then load them back in when using 64 bit R. The package maintainers
> can look at it if/when they get a chance and/or access to 64 bit R.
>
> Thanks!
>
> Best,
> Anirban
>
> On Tue, Sep 15, 2009 at 9:01 AM, David Winsemius <dwinsemius at comcast.net 
> > wrote:
>> I get very different output from the two versions of Mac OSX R as
>> well. The 32 bit version puts out a histogram that has an expected,
>> almost symmetric unimodal distribution. The 64 bit version created a
>> bimodal distribution with one large mode near 0 and another smaller
>> mode near 10E+37. Postcript output attached.
>>
>
>
>
> -- 
> Anirban Mukherjee | Assistant Professor, Marketing | LKCSB, SMU
> 5062 School of Business, 50 Stamford Road, Singapore 178899 |  
> +65-6828-1932
>
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David Winsemius, MD
Heritage Laboratories
West Hartford, CT