Shengqiao Li wrote:
Hello all, I am generating large samples of random numbers. The RNG help page says: "All the supplied uniform generators return 32-bit integer values that are converted to doubles, so they take at most 2^32 distinct values and long runs will return duplicated values." But I find that the cycles are not the same as the 32-bit integer.
This is no bug. Cycle length and the set of possible values are different concepts. And please don't cross-post. Duncan Murdoch
My test indicated that the cycles for Knuth's methods were 2^30 while Wichmann-Hill's cycle was larger than 2^32! No numbers were duplicated in 10M numbers generated by runif using Wichmann-Hill. The other three methods had cycle length of 2^32. So, anybody can explain this? And any improvement to the implementation can be made to increase the cycle length like the Wichmann-Hill method? ======================================== Shengqiao Li Research Associate The Department of Statistics West Virginia University Morgantown, WV 26506-6330
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.