[R] S-Plus RNG (fwd)

[Mai Zhou]

Forwarded message:
>From BMCCULLO at fcc.gov Fri Nov  6 12:50:07 1998
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Date: Fri, 06 Nov 1998 12:51:24 -0500
From: Bruce  McCullough <BMCCULLO at fcc.gov>
To: mai at ms.uky.edu
Subject: S-Plus RNG
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Mai,

Someone forwarded to me your e-mail about RNGs.

I do not know about S-Plus 4.5, but S-Plus 4.0 RNG 
was bad.  It failed many of Marsaglia's DIEHARD tests.
S-Plus 4.0 documentation indicates that not the
Super-Duper, but a "modified" Super-Duper was used.
Modifying an RNG is not a good idea.  It tends to
make the RNG worse.  The original Super-Duper 
passes all the DIEHARD tests.

Regards,

Bruce


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