Thanks Duncan for your reply. However I could not understand this: 'R provides ways to call its RNGs from C'. Can you be more detailed what I need to do here? Thanks,
----- Original Message ----- From: Duncan Murdoch <murdoch.dun...@gmail.com> To: Ron Michael <ron_michae...@yahoo.com> Cc: "r-help@r-project.org" <r-help@r-project.org> Sent: Saturday, 6 August 2011 1:24 AM Subject: Re: [R] Question on RNG 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 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.