Wednesday, November 6, 2013

True random numbers in R

We know that rnorm() computes the output from an internal seed it keeps as a state variable. The rest are computations and, therefore, it allows up to compute the output if we guess the seed.
According to the CRAN package description, the random package in R provides an interface to the true random number service provided by the website. It operates by sampling atmospheric noise via radio tuned to an unused broadcasting frequency together with a skew correction algorithm due to John von Neumann (which I don't know what it means yet). So if you are ever interested in improving your random numbers to better perform your simulations, bear this package in mind.

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