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Excecutive Summary
RDieHarder is a fairly straightforward 'port' of the dieharder command-line functionality to GNU R. It gives R access to Robert G. Brown's dieharder test suite for random number generators, which is itself a rewrite and extension of Marsaglia's older diehard test battery. In the process, we also ported R's (currently six) random number generators to the dieharder framework of wrapping over sixty generators from the GNU GSL.Rationale and possible extensions
By using GNU R to further analyse and visualize the test results, we hope to help with development of further tests statistics for RNGs, as well as to help with new or different analysis of the existing test statistics.Future goals are to also allow for
- analysis of user-contributed RNGs that are supplied via R's interface
- analysis of parallel RNGs such as SPRNG and some of Pierre L'Ecuyer's parallel generators (both of which R can use for parallel / high-erformance computing)
- analysis of other generators accessible to R as e.g. the AES generator packaged by Thomas Lumley.
Example session
Usage is as simple as loading the package and calling thedieharder function:
> library(RDieHarder) > dhtest <- dieharder(rng="randu", test=10, psamples=100, seed=12345)We can now call the
print method
> print(dhtest) Diehard Minimum Distance (2d Circle) Test data: Created by RNG `randu' with seed=12345, sample of size 100 p-value < 2.2e-16This shows that the 'randu' generator (which is known as one of the worst available ones and should be avoided at almost all cost) fails the minimum-distance / 2dsphere test.
The summary method shows more detail, including a simple stem
plot as an alternative to the histogram shown by dieharder's command-line
tool. This stem plot, as well as the summary statistics, clearly show how
degenerate the results are for this test statistics with the minimum to
median p-value being 0.2086 we are clearly not seeing a uniform distribution
over the range from zero to one:
> summary(dhtest) Diehard Minimum Distance (2d Circle) Test data: Created by RNG `randu' with seed=12345, sample of size 100 p-value < 2.2e-16 Summary for test data Min. 1st Qu. Median Mean 3rd Qu. Max. 0.2086 0.2086 0.2086 0.4173 0.5271 0.9956 Stem and leaf plot for test data The decimal point is 1 digit(s) to the left of the | 2 | 1111111111111111111111111111111111111111111111111111111 3 | 4 | 6666666666 5 | 3333333333333 6 | 111 7 | 4444 8 | 22 9 | 111225588999 10 | 0 NULL One-sample Kolmogorov-Smirnov test data: object$data D = 0.3414, p-value = 1.512e-10 alternative hypothesis: two-sided Wilcoxon signed rank test with continuity correction data: object$data V = 1675, p-value = 0.002847 alternative hypothesis: true location is not equal to 0.5 Warning message: cannot compute correct p-values with ties in: ks.test(object$data, "punif", 0, 1, exact = TRUE)where we even get warning for ties among the hundred p-values. Lastly, a
plot plot methods provides the histogram and ecdf of
the p-values used for the aggregate test statistics and creat the chart
below (where we clearly see the non-uniform distribution of test statistics
leading tothe clear rejection of this test:
Downloads and more documentation
Rdieharder can be downloaded from the the local archive here or accessed via SVN from
svn checkout http://rdieharder.googlecode.com/svn/trunk/ rdieharder
It can also be obtained from CRAN.
The package 'vignette' documentation is available here, included in the package and avaliable via CRAN. The vignette was also submitted to the UseR! 2007 conference, and the conference presentation slides are available as well.