[R] Question on RNG

[Duncan Murdoch]

On 11-08-05 4:04 PM, Ron Michael wrote:
> Thanks Duncan for your reply. However I could not understand this: 'R provides ways to call its RNGs from C'. Can you be more detailed what I need to do here?

If you were writing in C, then instructions would be in the Writing R 
Extensions manual (in section 6.3).  But you're using .NET, so you've 
got another step which I can't help you with:  how does a .NET program 
make a call to a C library?

Duncan Murdoch


>
> Thanks,
>
>
> ----- Original Message -----
> From: Duncan Murdoch<murdoch.duncan at gmail.com>
> To: Ron Michael<ron_michael70 at yahoo.com>
> Cc: "r-help at r-project.org"<r-help at r-project.org>
> Sent: Saturday, 6 August 2011 1:24 AM
> Subject: Re: [R] Question on RNG
>
> On 11-08-05 2:17 PM, Ron Michael wrote:
>> Hi all, I have happened to work on MS .NET for sometime now, and I found that this language offers RNG what is called as Donald E. Knuth's subtractive random number generator algorithm (found here: http://msdn.microsoft.com/en-us/library/system.random.aspx#Y12).
>>
>> Here I was wondering whether R also have same RNG in it's inventory, so looked at ?set.seed. There I found 2 related RNGs namely 'Knuth-TAOCP-2002', 'Knuth-TAOCP'. Can somebody guide me what is the most related RNG with .Net's?
>>
>> I also want to have R to draw random number from that RNG, given I set a seed. My goal is to have same set of random numbers in .Net&   R, so that I can match and see and compare the performance for some further calculations, which are based on random numbers in both .Net&   R.
>>
>> It will be really great to me if somebody can help me out.
>
> As far as I know, Microsoft doesn't publish the code for their RNG. Naming it is not enough -- implementations that differ in subtle details will give different streams.
>
> So I'd recommend that you call a known RNG from .NET, rather than whatever is built in.  R provides ways to call its RNGs from C, so it's probably possible to call it from .NET:  then you can be sure the two streams are identical.
>
> Duncan Murdoch
>