[R] Random numbers

Carl carl at mcs.st-and.ac.uk
Wed Dec 21 15:47:24 CET 2005

Hi All.
I have R code whose functionality is being replicated within a C+ 
program. The outputs are to be compared to validate the conversion 
somewhat - however (as is always the case) I have stuffed my code with 
random number calls.

Random uniform numbers in C+ are being produced using the (Boost) 
mersenne-twister generators (mt11213b & mt19937) - which is the default 
type of generator in R (if I read things correctly). If it was all 
within R I would just set the seed for reproducibility.

Basically - how do I specify in C+ for a set of random uniform numbers 
such that they are the same as from R? I have considered the possibility 
of storing/using the R generated random numbers in the C+ version for 
validation purposes - but there are a lot of them, and that strikes me 
as a generally ugly way of doing things.

thanks in advance

Carl Donovan
Lecturer in statistics
Ph +44 1334 461802
The Observatory
Buchanan Gardens
University of St Andrews
St Andrews
KY16 9LZ

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