[Rd] norm_rand() in R-extension vs rnorm in R ---which is better?

Kyeongmi Cheon katie.cheon at gmail.com
Sun Mar 30 06:09:00 CEST 2008


I need to generate good quality of random numbers from univariate
normal distribution for further transformation. I tried rnorm in R but
it was not good sometimes. Someone said C++ standard library or
Fortran's built-in functions for that are good. I found that there is
double norm_rand() in R-extension.  Does this function, norm_rand()
use the same algorithm as rnorm in R or something similar in C/C++? Or
does anyone know which one between norm_rand() in R-extension and
rnorm in R is better?  If anyone could help, I would appreciate it.
Kyeongmi

University of Memphis



More information about the R-devel mailing list