Thanks for your quick reply. About the rngSetSeed package: is it usable at c/c++ level ?
The same can be said about initializations. Initialization is a random > number generator, whose output is used as the initial state of some > other generator. There is no proof that a particular initialization cannot > be distinguished from truly random numbers in a mathematical sense for > the same reason as above. > > A possible strategy is to use a cryptographically strong hash function > for the initialization. This means to transform the seed to the initial > state of the generator using a function, for which we have a good > guarantee that it produces output, which is computationally hard to > distinguish from truly random numbers. For this purpose, i suggest > to use the package rngSetSeed provided currently at > > http://www.cs.cas.cz/~savicky/randomNumbers/ > > It is based on AES and Fortuna similarly as "randaes", but these > components are used only for the initialization of Mersenne-Twister. > When the generator is initialized, then it runs on its usual speed. > > In the notation of > > http://www.agner.org/random/ran-instructions.pdf > > using rngSetSeed for initialization of Mersenne-Twister is Method 4 > in Section 6.1. > Hmm I had not paid attention to the last paragraph: > The seeding procedure used in the > present software use*s a separate random number* generator of a different > design in order to > avoid any interference. An extra feature is the RandomInitByArray function > which makes > it possible to initialize the random number generator with multiple seeds. > We can make sure > that the streams have different starting points by using the thread id as > one of the seeds. > So it means that I am already using this solution ! (in the RcppRandomSFTM, see other post). and that I should be reasonably safe. > > I appreciate comments. > > Petr Savicky. > > P.S. I included some more comments on the relationship of provably good > random number generators and P ?= NP question to the end of the page > > http://www.cs.cas.cz/~savicky/randomNumbers/ Sorry but it's too involved for me. > > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
