This is cross-posted from SO (https://stackoverflow.com/q/47079702/1414455),
but I now feel that this needs someone from R-Devel to help understand why
this is happening.
We are facing a weird situation in our code when using R's [`runif`][1] and
setting seed with `set.seed` with the `kind = NULL`
> Tirthankar Chakravarty
> on Fri, 3 Nov 2017 13:19:12 +0530 writes:
> This is cross-posted from SO
> (https://stackoverflow.com/q/47079702/1414455), but I now
> feel that this needs someone from R-Devel to help
> understand why this is happening.
Why R-devel -- R-hel
If I interpret the original message as “I think there’s something wrong with
R's random number generator”:
Your assumption is that going from the seed to the first random number is a
good hash function, which it isn’t.
E.g., with Mersenne Twister it’s a couple of multiplications, bit shifts, xors
Martin,
Thanks for the helpful reply. Alas I had forgotten that (implied)
unfavorable comparisons of *nix systems with Windows systems would likely
draw irate (but always substantive) responses on the R-devel list -- poor
phrasing on my part. :)
Regardless, let me try to address some of the conce
Le 03/11/2017 à 14:24, Tirthankar Chakravarty a écrit :
Martin,
Thanks for the helpful reply. Alas I had forgotten that (implied)
unfavorable comparisons of *nix systems with Windows systems would likely
draw irate (but always substantive) responses on the R-devel list -- poor
phrasing on my par
The random numbers in a stream initialized with one seed should have about
the desired distribution. You don't win by changing the seed all the
time. Your seeds caused the first numbers of a bunch of streams to be
about the same, but the second and subsequent entries in each stream do
look unifor
Bill,
I have clarified this on SO, and I will copy that clarification in here:
"Sure, we tested them on other 8-digit numbers as well & we could not
replicate. However, these are honest-to-goodness numbers generated by a
non-adversarial system that has no conception of these numbers being used
fo
Another other generator is subject to the same problem with the same
probabilitiy.
> Filter(function(s){set.seed(s,
kind="Knuth-TAOCP-2002");runif(1,17,26)>25.99}, 1:1)
[1] 280 415 826 1372 2224 2544 3270 3594 3809 4116 4236 5018 5692 7043
7212 7364 7747 9256 9491 9568 9886
Bill Dunlap
Bill,
Appreciate the point that both you and Serguei are making, but the sequence
in question is not a selected or filtered set. These are values as observed
in a sequence from a mechanism described below. The probabilities required
to generate this exact sequence in the wild seem staggering to m
