On 10 February 2013 at 11:10, Yan Zhou wrote: | Just so we are clear, Random123 is not a library of ours. Read their website. | | Use mt19937 even with the same seed cannot guarantee you the same results as | your old simulation. I don't know what do mean by "same". If you mean exactly | the same results, you will never get it. Reordering floating points, change of | language and library will certainly change the results. If you mean | asymptotically the same results. What matters is the quality of RNG, there is | no reason you need to set the seed the same. Setting seed to reproduce the | results is only possible when using exactly the same programming environment
Well put. And that is not a new problem. We had a really nice invited keynote talk last year at R/Finance 2012 -- I had invited Paul Gilbert who gave a talk "Lock-In Avoidance and Quality Assurance" [1] Starting in the mid/late 1990s (!!), Paul wrote his own RNG for R and S-Plus when he moved his work on macro-economic simulations between the system (eventually of course migrating all to R). He did that for a gorvernment instutation so there is quite a bit of pressure on "exactly right". Slides from his talk are still on my server at http://www.rinfinance.com/agenda/2012/talk/PaulGilbert.pdf Dirk -- Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com _______________________________________________ Rcpp-devel mailing list Rcpp-devel@lists.r-forge.r-project.org https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
