>>>>> Marius Hofert <marius.hof...@uwaterloo.ca>
>>>>> on Sun, 8 Mar 2015 11:19:45 -0400 writes:
> On Tue, Feb 3, 2015 at 10:39 AM, Marius Hofert
> <marius.hof...@uwaterloo.ca> wrote:
>> Hi,
>>
>> This is most likely only a minor technicality, but I saw the
>> following: On page 6 of the 'parallel' vignette
>> (http://stat.ethz.ch/R-manual/R-devel/library/parallel/doc/parallel.pdf),
>> the random-number generator "L'Ecuyer-CMRG" is said to have seed
>> "(x_n, x_{n-1}, x_{n-2}, y_n, y_{n-1}, y_{n-2})". However, in L'Ecuyer
>> et al. (2002), the seed is given with 'increasing' indices, so should
>> rather be "(x_{n-2}, x_{n-1}, x_n, y_{n-2}, y_{n-1}, y_n)" (or, even
>> more intuitively, "(x_{n-3}, x_{n-2}, x_{n-1}, y_{n-3}, y_{n-2},
>> y_{n-1})"). The question is how it's done in R (?):
> ... in the meanwhile, I found out that this is indeed a typo in the
> vignette. I suggest to change it to "(x_{n-3}, x_{n-2}, x_{n-1},
> y_{n-3}, y_{n-2}, y_{n-1})" on page 6 in the version of October 31, 2014.
Thank you, Marius.
I've committed this change now.
With regards: Martin
>> If as given in the
>> vignette, one should maybe point this out as other (languages)
>> following L'Ecuyer et al. (2002) might obtain different random numbers
>> then. And if it's implemented as in L'Ecuyer, then one probably wants
>> to adjust the vignette to reflect this.
>>
>> Other minor suggestions to improve the vignette (if that's what's also
>> done in R; I couldn't easily figure that out from ./src/main/RNG.c):
>> 1) when defining u_n, I would write u_n = z_n / (2^32-208) [as it is
>> immediately clear then that one divides by the modulus of the first
>> linear congruential generator + 1]
>> 2) The case z_n=0 is not provided (for a reason?). If z_n=0, L'Ecuyer
>> suggests to set u_n to "(2^32-209)/(2^32-208)".
>>
>> Cheers,
>> Marius
>>
>>
>>
>>
>> --
>> Marius Hofert, Dr. rer. nat.
>> Assistant Professor
>> Department of Statistics and Actuarial Science
>> Faculty of Mathematics
>> University of Waterloo
>> 200 University Avenue West, Waterloo, ON, N2L 3G1
>> +1-519-888-4567, ext. 31394 (office M3 4207)
>> http://math.uwaterloo.ca/~mhofert
> --
> Marius Hofert, Dr. rer. nat.
> Assistant Professor
> Department of Statistics and Actuarial Science
> Faculty of Mathematics
> University of Waterloo
> 200 University Avenue West, Waterloo, ON, N2L 3G1
> +1-519-888-4567, ext. 31394 (office M3 4207)
> http://math.uwaterloo.ca/~mhofert
> ______________________________________________
> R-devel@r-project.org mailing list
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