[Rd] different results on linux and windows

Friedrich Leisch friedrich.leisch at stat.uni-muenchen.de
Thu May 14 09:33:08 CEST 2009

>>>>> On Tue, 12 May 2009 13:30:21 +0300,
>>>>> Klaus Nordhausen (KN) wrote:

  > Dear R experts,
  > we are preparing an R-package to compute the Oja Median which contains
  > some C++ code in which random numbers are needed. To generate the random
  > numbers we use the following Mersenne-Twister implementation:

  > // MersenneTwister.h
  > // Mersenne Twister random number generator -- a C++ class MTRand
  > // Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus
  > // Richard J. Wagner  v1.0  15 May 2003  rjwagner at writeme.com

  > the random seed for the Mersenne-Twister is provided by our R-function
  > which gives an (random) integer to  the C++ function srand() which in
  > turn sets the seed in the code.

  > Using the set.seed in R makes now the results reproducible, but the
  > results differ between windows and linux.

  > Does anyone know what the problem there is?


I cannot directly help with the problem, but one quick question: Why
do you ship your own random number generator rather than use the one
that ships with R (which by default is Mersenne Twister anyway)? The
API is documented in "Writing R Extensions".

The advantage in using R's RNG is that the user can change it, e.g.,
to take care of streams for parallel processing on clusters etc


Prof. Dr. Friedrich Leisch 

Institut für Statistik                          Tel: (+49 89) 2180 3165
Ludwig-Maximilians-Universität                  Fax: (+49 89) 2180 5308
Ludwigstraße 33
D-80539 München                     http://www.statistik.lmu.de/~leisch
   Journal Computational Statistics --- http://www.springer.com/180 
          Münchner R Kurse --- http://www.statistik.lmu.de/R

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