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
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