[Rd] reproducing Box-Muller numbers

Paul Gilbert pgilbert@bank-banque-canada.ca
Tue, 22 Feb 2000 17:33:26 -0500

>Users are not expected to set .Random.seed directly, period. set.seed()
>sets one of 2^32 separate seeds: why do you need more?

I've been using the same random numbers since R 0.49, the last time the uniform
RNG was modified. Before that I was using the same numbers since R 0.16. There
was considerable discussion when the change was made in 0.49 and it was agreed
that in future there would be an effort to make the numbers reproducible. I
certainly agree with improvements, but if you mess up reproducibility you are on
a very slippery slope.

My tests set "Wichmann-Hill", and mostly set the seed to c(979,1479,1542), which
I previously
could do with set.seed, but that has changed in 0.99.

>I presume the numbers you want
>to reproduce were not standard R before?

I'm not sure what you mean by standard R before, but I have been using my own
version of Box-Muller so that I can be sure to be able to work around changes in
rnorm. I can still do that but for obvious reasons I would prefer not to post a
library that takes control of that part of R.

Paul Gilbert

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