Hello all,
I am generating large samples of random numbers. The RNG help page says:
"All the supplied uniform generators return 32-bit integer values that are
converted to doubles, so they take at most 2^32 distinct values and long
runs will return duplicated values." But I find that the cycles are not
the same as the 32-bit integer.
My test indicated that the cycles for Knuth's methods were 2^30 while
Wichmann-Hill's cycle was larger than 2^32! No numbers were duplicated in
10M numbers generated by runif using Wichmann-Hill. The other three
methods had cycle length of 2^32.
So, anybody can explain this? And any improvement to the
implementation can be made to increase the cycle length like the
Wichmann-Hill method?
========================================
Shengqiao Li
Research Associate
The Department of Statistics
West Virginia University
Morgantown, WV 26506-6330
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