Leon,
        I guess my sarcasm didn't get through, ASCII is such a
low bandwidth medium (I refuse to engage in smileys and such).
Anyhow, the pedigree on this particular RNG is documented in

        Modern Applied Statistics with Splus
        W.N. Venables & B.D. Ripley
        page 124

It is claimed to have a period of 6.6 * 10^14, no word
on serial correlation. No doubt Knuth is a good reference
though a bit weighty for finding algorithms, another good
reference is the Numerical Recipes in C/Pascal/Fortran series.

Matt

> >        Here is a random number generator written in C. It is the
> >same one used in the statistics package S-plus and since that is a
> >commercial package it must be good right? I use it too and have never
...
>
> I'd be very careful about using a random number generator that hadn't
> been properly tested. Just because it is used commercially doesn't mean
> that it is any good! Have a look at Knuth, The Art of Computer
> Programming, for good random number generator algorithms.

/*****************************************/
/* Matt Calder, Dept. of Statistics, CSU */
/* http://www.stat.colostate.edu/~calder */
/*****************************************/