Hi, I am trying to figure out how normal random number generator works in R. As I look at .../src/nmath/snorm.c file, I find the default algorithm is inverse CDF method. In more detail, instead of directly using uniform value by unif_rand(), snorm function will first get a sum by adding unif_rand() and 2^27*unif_rand(), then divide it by 2^27 and transfer it to qnorm5() function for inverting. Only a short comment for this operation is available in the source: /* unif_rand() alone is not of high enough precision */
Just curious why this operation is needed? Is it a general algorithm for inverse CDF method, or simply unif_rand() in R returns float precision? Thanks Tib ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
