Hi
I'd like to generate thousands of normal numbers from my C function using
the C API functions provided R. I have two options:
1. double norm_rand(); (page 61 of R extension 1.8.1)
2. double rnorm(double mu, double sigma); (page 58 of R extension 1.8.1)
If my understanding of R-exts is correct, then I only need to call
GetRNGstate once, and then call 1000 norm_rand, and then call
PutRNGstate once for the 1st option.
For the 2nd option, I have to call 1000 times for each of GetRNGstate,
rnorm, and PutRNGstate.
The pseudo-code for option 1 will be:
Method 1:
GetRNGstate();
for(i=1;i<1000;i++){
x[i]=norm_rand();
}
PutRNGstate();
The pseudo code for option 2 will be:
Method 2:
for(i=1;i<1000;i++){
GetRNGstate();
x[i]=rnorm(0,1);
PutRNGstate();
}
Of course, I can also write a slower version for option 1, i.e. call
GetRNGstate and PutRNGstate each time for norm_rand.
method 3:
for(i=1;i<1000;i++){
GetRNGstate();
x[i]=norm_rand();
PutRNGstate();
}
My questions are:
1. Are the three methods all correct for generating random numbers?
2. Are they generating the exactly the same random number if we have the
same random seed?
I searched the R help and google and I didn't find answers. The reason for
to ask is that if both of the above answers are right, then I'd better
off use the method 1, which is the fastest as I have to generate
hundreds thousands of normal numbers.
Thanks!
Yongchao
p.s. please cc to me as I am not on the online list, only on the
daily digest list.
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