From res90sx5 at verizon.net  Sun Mar 30 08:48:18 2008
From: res90sx5 at verizon.net (Daniel Nordlund)
Date: Sat, 29 Mar 2008 23:48:18 -0700
Subject: [Rd] norm_rand() in R-extension vs rnorm in R ---which is
	better?
In-Reply-To: <d9ad173c0803292109u1438c3bep1b58ab2e6bc31555@mail.gmail.com>
References: <d9ad173c0803292109u1438c3bep1b58ab2e6bc31555@mail.gmail.com>
Message-ID: <00a201c89232$09e43530$0201a8c0@Aragorn>

> -----Original Message-----
> From: r-devel-bounces at r-project.org [mailto:r-devel-bounces at r-project.org] On Behalf
> Of Kyeongmi Cheon
> Sent: Saturday, March 29, 2008 9:09 PM
> To: r-devel at r-project.org
> Subject: [Rd] norm_rand() in R-extension vs rnorm in R ---which is better?
> 
> I need to generate good quality of random numbers from univariate
> normal distribution for further transformation. I tried rnorm in R but
> it was not good sometimes. Someone said C++ standard library or
> Fortran's built-in functions for that are good. I found that there is
> double norm_rand() in R-extension.  Does this function, norm_rand()
> use the same algorithm as rnorm in R or something similar in C/C++? Or
> does anyone know which one between norm_rand() in R-extension and
> rnorm in R is better?  If anyone could help, I would appreciate it.
> Kyeongmi
> 

What do you mean when you write that rnorm "was not good sometimes"?  Can you provide an example which demonstrates that rnorm performs poorly?  Enquiring minds would like to know.

Dan

Daniel Nordlund
Bothell, WA USA



[Rd] norm_rand() in R-extension vs rnorm in R ---which is better?
Daniel Nordlund