[Rd] RNG Cycle and Duplication (PR#12536)

From: <shli_at_stat.wvu.edu>
Date: Thu, 14 Aug 2008 18:25:14 +0200 (CEST)

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.

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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