[R] random number generation issues with r and compiled C code

[A.J. Rossini]

>>>>> "h" == hzi  <hzi at uol.com.br> writes:

    h> 	One question about "random number generation": AFAIK, true
    h> random number generation has to receive random input from the
    h> "outside." For instance, when you generate GnuPG or PGP keys
    h> for encryption, you have to type something on the keyboard.
    h> With all the other stuff I've seen that purports to generate
    h> random numbers, real randomo is no being generated, right?
    h> Shoudn't R have some function similar to the above mentioned
    h> one that exists in PGP or GNuPG?

No.  Statistical "random number" simulation actually relies upon
reproducible pseudo-random number streams, rather than "true" random
numbers.  (I'll say streams rather than algorithms, because
historically, lists were used as well!).  

Reproducibility is the key.  It's a bit harder to understand your
results if you can't characterise (for example) the uniformity and
lack of correlation (of various dimensions) of the pseudo-RNG.

However, we've got an expert in our midst who could comment more.

best,
-tony

-- 
A.J. Rossini				Rsrch. Asst. Prof. of Biostatistics
U. of Washington Biostatistics		rossini at u.washington.edu	
FHCRC/SCHARP/HIV Vaccine Trials Net	rossini at scharp.org
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