I need to generate good quality of random numbers from univariate normal distribution for further transformation. I tried rnorm in R but it was not good sometimes. Someone said C++ standard library or Fortran's built-in functions for that are good. I found that there is double norm_rand() in R-extension. Does this function, norm_rand() use the same algorithm as rnorm in R or something similar in C/C++? Or does anyone know which one between norm_rand() in R-extension and rnorm in R is better? If anyone could help, I would appreciate it. Kyeongmi University of Memphis
norm_rand() in R-extension vs rnorm in R ---which is better?
2 messages · Kyeongmi Cheon, Daniel Nordlund
-----Original Message----- From: r-devel-bounces at r-project.org [mailto:r-devel-bounces at r-project.org] On Behalf Of Kyeongmi Cheon Sent: Saturday, March 29, 2008 9:09 PM To: r-devel at r-project.org Subject: [Rd] norm_rand() in R-extension vs rnorm in R ---which is better? I need to generate good quality of random numbers from univariate normal distribution for further transformation. I tried rnorm in R but it was not good sometimes. Someone said C++ standard library or Fortran's built-in functions for that are good. I found that there is double norm_rand() in R-extension. Does this function, norm_rand() use the same algorithm as rnorm in R or something similar in C/C++? Or does anyone know which one between norm_rand() in R-extension and rnorm in R is better? If anyone could help, I would appreciate it. Kyeongmi
What do you mean when you write that rnorm "was not good sometimes"? Can you provide an example which demonstrates that rnorm performs poorly? Enquiring minds would like to know. Dan Daniel Nordlund Bothell, WA USA