I'm inclined to agree with the view that the "precision" of a generator
should be highlighted better in the manual pages. When I do
?runif
I don't see a mention, but ?.Random.seed DOES give the info, as Duncan
points out, and it is suggested to look there.
A 1-liner with each random number generator
"CAUTION: random number generators use different mechanisms and provide
different properties of output that may not match your expectations,
e.g., precision and periodicity. Do read details (... reference here ...
) if they may be important to you."
could be helpful to folk who are not familiar with the subject.
An important underlying issue with RNGs is that "precision" -- really
size of the underlying integer process -- can be highly relevant if we
use them to build multivariate "random" vectors. This is apparently not
"well known". I've once had a paper turned down by a respected journal
because the referees thought "more than 32 bits was idiotic". The same
journal published some similar work 15 years later because "existing
generators were only 32 bits". Sigh. At least it wasn't our generator,
which is actually a 10^30 period decimal one, implemented on quite an
array of systems / languages, and we had a program generator to build
Fortran, BASIC, Pascal and C "versions" for particular platforms.
JN
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