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---559023410-851401618-1218751024=:15885 Content-Type: TEXT/PLAIN; charset=ISO-8859-1; format=flowed Content-Transfer-Encoding: QUOTED-PRINTABLE I didn't describe the problem clearly. It's about the number of distinct=20 values. So just ignore cycle issue. My tests were: RNGkind(kind=3D"Knuth-TAOCP"); sum(duplicated(runif(1e7))); #return 46552 RNGkind(kind=3D"Knuth-TAOCP-2002"); sum(duplicated(runif(1e7))); #return 46415 #These collision frequency suggested there were 2^30 distinct values by=20 birthday problem. RNGkind(kind=3D"Marsaglia-Multicarry"); sum(duplicated(runif(1e7))); #return 11682 RNGkind(kind=3D"Super-Duper"); sum(duplicated(runif(1e7))); #return 11542 RNGkind(kind=3D"Mersenne-Twister"); sum(duplicated(runif(1e7))); #return 11656 #These indicated there were 2^32 distinct values, which agrees with the=20 help info. RNGkind(kind=3D"Wichmann-Hill"); sum(duplicated(runif(1e7))); #return 0 #So for this method, there should be more than 2^32 distinct values. You may not get the exact numbers, but they should be close. So how to=20 explain above problem? I need generate a large sample without any ties, it seems to me=20 "Wichmann-Hill" is only choice right now. =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D Shengqiao Li The Department of Statistics PO Box 6330 West Virginia University Morgantown, WV 26506-6330 =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D= =3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D=3D On Thu, 14 Aug 2008, Peter Dalgaard wrote: > Shengqiao Li wrote: >> Hello all, >>=20 >> I am generating large samples of random numbers. The RNG help page says:= =20 >> "All the supplied uniform generators return 32-bit integer values that a= re=20 >> converted to doubles, so they take at most 2^32 distinct values and long= =20 >> runs will return duplicated values." But I find that the cycles are not = the=20 >> same as the 32-bit integer. >>=20 >> My test indicated that the cycles for Knuth's methods were 2^30 while=20 >> Wichmann-Hill's cycle was larger than 2^32! No numbers were duplicated i= n=20 >> 10M numbers generated by runif using Wichmann-Hill. The other three meth= ods=20 >> had cycle length of 2^32. >>=20 >> So, anybody can explain this? And any improvement to the implementation = can=20 >> be made to increase the cycle length like the Wichmann-Hill method? >>=20 > What test? These are not simple linear congruential generators. Just beca= use=20 > you get the same value twice, it doesn't mean that the sequence is repeat= ing.=20 > Perhaps you should read the entire help page rather than just the note. > > --=20 > O__ ---- Peter Dalgaard =D8ster Farimagsgade 5, Entr.B > c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K > (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 > ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 > > ---559023410-851401618-1218751024=:15885-- ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
