[R] random generators - curiosity
Remy X.O. Martin
vsxo at hotmail.com
Fri Jul 5 18:53:33 CEST 2002
2002/07/05 18:43:04, Thomas Lumley <tlumley at u.washington.edu> wrote:
>One, as you observe, it isn't portable -- it has to be handled in
>different ways on different systems.
That's what I thought -- but the documentation to I forget what suggests that exactly
which generators are present may also depend on the system :)
>Three, there's often not enough entropy to go around. Many users of R
>generate far more random numbers than can reliably be produced by
>environmental noise, particularly in a system that isn't on-line and so
>doesn't have TCP/IP noise.
This is indeed a problem, and (under linux) the /dev/random device blocks when
"entropy is empty". There is however a /dev/srandom that doesn't block, but returns
lesser quality noise when the pool is empty. Unfortunately, I do not know how to
distinguish between these noise-quality return types.
>that's why they are produced in different ways. Don't use R to write
I wasn't quite considering to do that :)
>Actually, R provides hooks for user-supplied RNGs, so it would be possible
>for someone to write one based on environmental noise or based on securely
I didn't want to reinvent the wheel :) Now, it looks like I have a nice exercise for
a rainy sunday!
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