AFAICS, these are statistics, not R, issues, and are completely off topic here. You should post on a statistics list, such as stats.stackexchange.com, instead.
Cheers, Bert On Thu, Feb 21, 2013 at 5:20 AM, Mauricio Zambrano-Bigiarini <mauricio.zambr...@jrc.ec.europa.eu> wrote: > Dear List, > > Recently I got the comment that the implementation of the random number > generator used by default in R (Mersenne-Twister) could not be "safe" for > 64-bits machines, so I decided to put the question here because I do not > have expertise in that topic, and because this question could be "too > technical for R-help's audience". I apologise if this is not the case. > > The period 2^19937 - 1 mentioned in the help page of 'RNG' for the > Mersenne-Twister generator, is it the same for 32-bits machines and 64-bits > ones ? > > In addition: > > -) If I want to generate two consecutive sequences s_1 and s_2 of n > pseudo-random numbers each, and knowing how the Random number generator is > coded, can we estimate in advance the correlation coefficient rho between s1 > and s2? > > -) Let us say that we compute the correlation coefficient rho between s_1 > and s_2 and find it is not null. How small should it be so that we can > reasonably use a statistical analysis that does suppose that the sequences > are independent ? > > > Thank in advance for any help you can provide, > > Mauricio Zambrano-Bigiarini > > -- > ================================================= > Water Resources Unit > Institute for Environment and Sustainability (IES) > Joint Research Centre (JRC), European Commission > TP 261, Via Enrico Fermi 2749, 21027 Ispra (VA), IT > webinfo : http://floods.jrc.ec.europa.eu/ > ================================================= > DISCLAIMER:\ "The views expressed are purely those of th...{{dropped:10}} > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel -- Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
