[R] simple questions about R

Bill Simpson wsimpson at uwinnipeg.ca
Wed Nov 4 21:11:48 CET 1998


> > 2) Can anyone send me details on the random number generator
> >    used by R (period, etc.). Also, why is it different from
> >    the SuperDuper RNG in S?
> 
> That is rather well-documented: see help(.Random.seed).  It is the sum
> modulo 1 of three rather poor multiplicative congruential generators.
So has anyone tested how good the resulting generator is?

Marsaglia's multiply-with-carry generator is very easy to implement--he
has posted some C code to newsgroups--and seems to test out OK. I wonder
if it would make sense to use one of his generators instead.

Bill Simpson

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