Remember Wichmann-Hill is a composite generator. Its composition does
take more than 2^32 distinct values.
You still haven't identifed a problem here. The note is to warn that
runif() does repeat within a cycle, because people wrote code assuming
otherwise. It would be a poor use of runif() to rely on the low-order
bits, and that's standard advice in the field.
For a large sample of uniforms use something like the normal inversion
does, e.g. 2^(-30) * (runif(N, 0, 2^30) %% 2^30 + runif(N))
Please do leave R-bugs out of this: we already have 4 entries as a result
of your misunderstandings and false claims.
On Thu, 14 Aug 2008, [EMAIL PROTECTED] wrote:
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while the remaining parts are likely unreadable without MIME-aware tools.
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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--
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Brian D. Ripley, [EMAIL PROTECTED]
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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