[Numpy-discussion] match RNG numbers with R?
robert.kern at gmail.com
Mon Apr 7 10:26:07 EDT 2014
On Mon, Apr 7, 2014 at 3:16 PM, Daπid <davidmenhur at gmail.com> wrote:
> On Apr 7, 2014 3:59 AM, "Yaroslav Halchenko" <lists at onerussian.com> wrote:
>> so I would assume that the devil is indeed in R post-processing and would
>> into it (if/when get a chance).
> The devil here is the pigeon and the holes problem. Mersenne Twister
> generates random integers in a certain range. The output is guaranteed to be
> deterministic, uniform, and reproducible.
> But when you want to cast those m possible input in n possible outputs, you
> need to do magic (or maths) to keep the new distribution truly uniform.
> Simply getting random bytes and viewing them as ints will give you low
> quality random numbers.
> The algorithm that casts MT output to a random integer is probably what is
> different, and perhaps you could find it documented somewhere.
This is ours:
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