On Thu, 3 Feb 2011, Matthias Gondan wrote:
Dear R experts,
For a fixed seed, the first random number produced by rnorm and runif
has the same rank within the distribution, which I find useful. The
following ranks differ, however.
set.seed(123)
runif(4)
[1] *0.2875775* 0.7883051 *0.4089769* 0.8830174
set.seed(123)
pnorm(rnorm(4))
[1] 0.2875775 0.4089769 0.9404673 0.5281055
I noticed that rnorm seems to 'eat' two seeds of the random
number generator, whereas runif eats only one seed. Is this
intended behavior or do you think it should be fixed?
Yes, it is the intended and documented procedure. To achieve
sufficient accuracy by the default inversion method for rnorm, 2
uniforms are required.
The strange thing is that the 1st/3rd/5th etc number of rnorm
corresponds to the 1st/2nd/3rd in runif.
It would be strange if true: look again and interchange
rnorm <-> runif.
If two seeds are necessary, I would have expected the following
correspondence, 2-1, 4-2, 6-3, etc.
Temporary fix:
myrnorm = function(n, mean=0, sd=1)
+ {
+ qnorm(runif(n), mean, sd)
+ } # myrnorm
which for some purposes is not accurate enough.
set.seed(123)
pnorm(myrnorm(4))
[1] 0.2875775 0.7883051 0.4089769 0.8830174
Better to simple take every other value in runif.
Best wishes,
Matthias Gondan
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