Message-ID: <39B6DDB9048D0F4DAD42CB26AAFF0AFAFED6C4@usctmx1106.merck.com>
Date: 2006-01-05T17:10:48Z
From: Liaw, Andy
Subject: random seed question
Just one call to each that enclose the RNG calls will do, I believe.
Andy
From: Tib
>
> Greetings,
>
> I am trying to write a C++ subroutine of my random number
> generator. Based
> on tutorial in Writing R Extensions, one should call
> GetRNGstate() before
> and PutRNGstate() after calling R's random variate
> generation routines. Now
> suppose my function would generate n(n>1) numbers by a loop,
> do I need to
> call these two functions at each iteration? This certainly increases
> computation burden (although indiscernible in my case). But
> if I only call
> them once (outside the loop), will the quality of my random numbers be
> reduced because of serial correlations in RNG algorithms? I
> do comparisons
> between two methods, no significant difference is found. How
> do you guys
> write RNG functions? Any other specific reasons? Thanks,
>
> --
> I am Tib, not Rob.
>
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>
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