Re: [Rd] normal random number generator in R

2006-05-02 Thread Prof Brian Ripley
On Tue, 2 May 2006, Tibshirani wrote: > Hi, > > I am trying to figure out how normal random number generator works in R. As I > look at .../src/nmath/snorm.c file, I find the default algorithm is inverse > CDF method. In more detail, instead of directly using uniform value by > unif_rand(), snorm

[Rd] normal random number generator in R

2006-05-02 Thread Tibshirani
Hi, I am trying to figure out how normal random number generator works in R. As I look at .../src/nmath/snorm.c file, I find the default algorithm is inverse CDF method. In more detail, instead of directly using uniform value by unif_rand(), snorm function will first get a sum by adding unif_ra