[Mingw-users] RE: Chaos math library!!!

[FMGCFMGC <FMG...@te...>]

Hello!

Only for the record here are two simple-to-use random number generators

Marsaglia-Multicarry:
---------------------

You have a C implementation in the file src/nmath/standalone/sunif.c of 
R-1.9.1 source (under the GPL). Very easy to use, and of good quality 
at the time it was proposed:

The output of the R command (R-1.8.1 patched):

> help(RNGkind)

gives:

"Marsaglia-Multicarry"': A _multiply-with-carry_ RNG is used, as
recommended by George Marsaglia in his post to the mailing 
list 'sci.stat.math'. It has a period of more than 2^60 and has passed 
all tests (according to Marsaglia).  The seed is two integers (all 
values allowed)

Here is the reference (again from the output of 'help(RNGkind)'):

Marsaglia, G. (1997) _A random number generator for C._ Discussion
paper, posting on Usenet newsgroup 'sci.stat.math' on September
29, 1997.

Mersenne-Twister:
-----------------

http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html

It's is the default RNG in R-1.8.1. Originally released under the GPL, 
but the authors decided to let MT be used in commercial products freely.

<quote>
we decided to let MT be used for any purpose, including commercial use
</quote>

See:

http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/MT2002/elicense.html

Hope it helps!

Francisco