Date: Wed, 4 Nov 1998 14:11:48 -0600 (CST)
From: Bill Simpson <wsimpson@uwinnipeg.ca>
To: r-help <r-help@stat.math.ethz.ch>
Subject: Re: [R] simple questions about R
In-Reply-To: <199811041950.TAA07323@toucan.stats.ox.ac.uk>
> > 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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