Yaroslav Halchenko <li...@onerussian.com> wrote: > it is in src/main/RNG.c (ack is nice ;) )... from visual inspection looks > "matching"
I see... It's a rather vanilla Mersenne Twister, and it just use 32 bits of randomness. An signed int32 is multiplied by 2.3283064365386963e-10 to scale it to [0,1). Then they also have a function called "fixup" that prevents 0 or 1 from being returned. If the generated random value x <= 0.0 they return 0.5*2.328306437080797e-10, and if (1.0-x)<=0.0 they return 1.0-0.5*2.328306437080797e-10. http://svn.r-project.org/R/branches/R-3-1-branch/src/main/RNG.c Also note that the algorithm used to set the seed is important. If you set a seed equal 1 in NumPy, that might not mean the same in R. And then of course there is the algorithm used to sample integers. Sturla _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion
