unexpected behaviour of rnorm()
On Wed, 27 Nov 2002, [iso-8859-1] Göran Broström wrote:
On Tue, 26 Nov 2002 ripley at stats.ox.ac.uk wrote:
That's the maximum of 5000 normals, right? That's pushing the accuracy of some internal calculations too hard. If you want to do this, you should use RNGkind(, "Inversion")
Just of curiosity, is this a general recommendation? I.e., should I put that in my .Rprofile and get a generally better RNG? Speed issues?
That's not the default for back-compatibility reasons.
which made me wonder.
Yes, it is a general recommendation. We would have changed to inversion apart from reproducibility issues. Inversion was implemented in a way that is very accurate, if a little bit slower than the other normal generators supplied. (You can do the timings yourself.)
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._