Re: [R] difference between rnorm(1000, 0, 1) and running rnorm(500, 0, 1) twice

From: Brian D Ripley <ripley_at_stats.ox.ac.uk>
Date: Thu 09 Feb 2006 - 00:30:54 EST


On Wed, 8 Feb 2006, Duncan Murdoch wrote:

> On 2/8/2006 4:53 AM, Bjørn-Helge Mevik wrote:
> > Why don't you test it yourself?
> >
> > E.g.,
> >
> > set.seed(42)
> > bob1 <- rnorm(1000,0,1)
> > set.seed(42)
> > bob2 <- rnorm(500,0,1)
> > bob3 <- rnorm(500,0,1)
> > identical(bob1, c(bob2, bob3))
> >
> > I won't tell you the answer. :-)
>
> This isn't really something that can be proved by a test. Perhaps the
> current implementation makes those equal only because 500 is even, or
> divisible by 5, or whatever...
>
> I think the intention is that those should be equal, but in a quick
> search I've been unable to find a documented guarantee of that. So I
> would take a defensive stance and assume that there may be conditions
> where c(rnorm(m), rnorm(n)) is not equal to rnorm(m+n).
>
> If someone can point out the document I missed, I'd appreciate it.

It's various source files in R_HOME/src/main.

Barring bugs, they will be the same. As you know

        R is free software and comes with ABSOLUTELY NO WARRANTY.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595



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Received on Thu Feb 09 00:57:36 2006

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