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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