On 22/02/2013 11:02, Bert Gunter wrote:
AFAICS, these are statistics, not R, issues, and are completely off
topic here. You should post on a statistics list, such as
stats.stackexchange.com, instead.
Except for the unattributed vague comment about 64-bit (sic) machines.
The RNG is the same (and gives the same results) on both 32- and 64-bit
machines. The size of the pointer has nothing to do with random-number
generation.
Cheers,
Bert
On Thu, Feb 21, 2013 at 5:20 AM, Mauricio Zambrano-Bigiarini
<mauricio.zambr...@jrc.ec.europa.eu> wrote:
Dear List,
Recently I got the comment that the implementation of the random number
generator used by default in R (Mersenne-Twister) could not be "safe" for
64-bits machines, so I decided to put the question here because I do not
have expertise in that topic, and because this question could be "too
technical for R-help's audience". I apologise if this is not the case.
The period 2^19937 - 1 mentioned in the help page of 'RNG' for the
Mersenne-Twister generator, is it the same for 32-bits machines and 64-bits
ones ?
In addition:
-) If I want to generate two consecutive sequences s_1 and s_2 of n
pseudo-random numbers each, and knowing how the Random number generator is
coded, can we estimate in advance the correlation coefficient rho between s1
and s2?
-) Let us say that we compute the correlation coefficient rho between s_1
and s_2 and find it is not null. How small should it be so that we can
reasonably use a statistical analysis that does suppose that the sequences
are independent ?
Thank in advance for any help you can provide,
Mauricio Zambrano-Bigiarini
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