[R] Random number quality

Patrick Burns pburns at pburns.seanet.com
Sat Feb 6 11:32:34 CET 2010


A couple comments.

Although pseudo-random numbers were originally
used because of necessity rather than choice,
there is a definite upside to using them.  That
upside is that the computations become reproducible
if you set the seed first (see 'set.seed').

I tend to encourage skepticism at pretty much
every turn.  But I find this piece of skepticism
a bit misplaced.  The application that you describe
does not sound at all demanding, and R Core is
populated by some of the best statistical computing
people in the world.

On 05/02/2010 22:04, b k wrote:
> Hello,
>
> I'm running R 2.10.1 on Windows Vista. I'm selecting a random sample of
> several hundred items out of a larger population of several thousand. I
> realize there is srswor() in package sampling for exactly this purpose, but
> as far as I can tell it uses the native PRNG which may or may not be random
> enough. Instead I used the random package which pulls random numbers from
> random.org, although in my extended reading  [vignette("random-intro",
> package="random")] it seem like that may have problems also.
>
> I'm curious what the general consensus is for random number quality for both
> the native built-in PRNG and any alternatives including the random package.
>
> Thanks,
> Ben K.
>
> 	[[alternative HTML version deleted]]
>
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-- 
Patrick Burns
pburns at pburns.seanet.com
http://www.burns-stat.com
(home of 'The R Inferno' and 'A Guide for the Unwilling S User')



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