I'd like to generate identical random numbers in R and Julia. Both languages appear to use the Mersenne-Twister library by default, however in Julia 1.0.0:
julia> using Random
julia> Random.seed!(3)
julia> rand()
0.8116984049958615
Produces 0.811..., while in R:
set.seed(3)
runif(1)
produces 0.168.
Any ideas?
Related SO questions here and here.
My use case for those who are interested: Testing new Julia code that requires random number generation (e.g. statistical bootstrapping) by comparing output to that from equivalent libraries in R.
That is an old problem.
Paul Gilbert addressed the same issue in the late 1990s (!!) when trying to assert that simulations in R (then then newcomer) gave the same result as those in S-Plus (then the incumbent).
His solution, and still the golden approach AFAICT: re-implement in fresh code in both languages as the this the only way to ensure identical seeding, state, ... and whatever else affects it.