Thank you.
It looks like the M-M generator is deeply flawed, although R
implementation seems to be faithful.
I can understand that R keeps this generator for historical reasons.
However, R should at least warn that this generator is buggy and should
not be used!
That could be as simple as
With these matters, one has to be careful to distinguish between method error
and implementation error.
The reason for changing the RNG setup in R v. 1.7.0 was pretty much this kind
of unfortunate interaction between M-M and K-R. There are even more egregious
examples for the distribution of m
Dear R developers,
In my opinion, I discovered a severe flaw that occur with the combination of
the Marsaglia-Multicarry pseudo-random number generator associated to the
Kinderman-Ramage algorithm to generate normally distributed numbers.
The sample program is very simple (tested on R-4.1.1 x
