norm_rand() in R-extension vs rnorm in R ---which is better?

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norm_rand() in R-extension vs rnorm in R ---which is better?

Kyeongmi Cheon
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

University of Memphis

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Re: norm_rand() in R-extension vs rnorm in R ---which is better?

Daniel Nordlund
> -----Original Message-----
> From: [hidden email] [mailto:[hidden email]] On Behalf
> Of Kyeongmi Cheon
> Sent: Saturday, March 29, 2008 9:09 PM
> To: [hidden email]
> 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

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