Henrik Bengtsson takes us through an interesting issue:
R does a superb job of taking care of us when it comes to random number generation – as long as we run our analysis sequentially in a single R process. Formally R uses the Mersenne Twister RNG algorithm [1] by default, which can we can set explicitly using
RNGkind("Mersenne-Twister"). However, like many other RNG algorithms, the authors designed this one for generating random number sequentially but not in parallel. If we use it in parallel code, there is a risk that there will a correlation between the random numbers generated in parallel, and, when taken together, they may no longer be “random enough” for our needs.
The post covers how the future package has your back when it comes to random numbers. H/T R-Bloggers.