Re: [Rd] [R] RNG Cycle and Duplication (PR#12538)

From: <murdoch_at_stats.uwo.ca>
Date: Thu, 14 Aug 2008 23:05:09 +0200 (CEST)


Shengqiao Li wrote:
> Hello all,
>
> I am generating large samples of random numbers. The RNG help page says:
> "All the supplied uniform generators return 32-bit integer values that are
> converted to doubles, so they take at most 2^32 distinct values and long

> runs will return duplicated values." But I find that the cycles are not
> the same as the 32-bit integer.

>

This is no bug. Cycle length and the set of possible values are different concepts.

And please don't cross-post.

Duncan Murdoch
> My test indicated that the cycles for Knuth's methods were 2^30 while
> Wichmann-Hill's cycle was larger than 2^32! No numbers were duplicated in
> 10M numbers generated by runif using Wichmann-Hill. The other three
> methods had cycle length of 2^32.

>
> So, anybody can explain this? And any improvement to the
> implementation can be made to increase the cycle length like the

> Wichmann-Hill method?
>
>
> ========================================
> Shengqiao Li
>
> Research Associate
> The Department of Statistics
> West Virginia University
> Morgantown, WV 26506-6330
>
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> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>



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