Dear R experts,
For a fixed seed, the first random number produced by rnorm and runif
has the same rank within the distribution, which I find useful. The
following ranks differ, however.
> set.seed(123)
> runif(4)
[1] *0.2875775* 0.7883051 *0.4089769* 0.8830174
> set.seed(123)
> pnorm(rnorm(4))
[1] 0.2875775 0.4089769 0.9404673 0.5281055
I noticed that rnorm seems to 'eat' two seeds of the random
number generator, whereas runif eats only one seed. Is this
intended behavior or do you think it should be fixed?
The strange thing is that the 1st/3rd/5th etc number of rnorm
corresponds to the 1st/2nd/3rd in runif. If two seeds are necessary,
I would have expected the following correspondence, 2-1, 4-2, 6-3,
etc.
Temporary fix:
> myrnorm = function(n, mean=0, sd=1)
+ {
+ qnorm(runif(n), mean, sd)
+ } # myrnorm
>
> set.seed(123)
> pnorm(myrnorm(4))
[1] 0.2875775 0.7883051 0.4089769 0.8830174
Best wishes,
Matthias Gondan
--
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