Luke, I'm happy to help with this. Its great to see this get tackled (I've cc'ed Kelli Ottoboni who helped flag this issue).
I can prepare a patch for the RNGkind related stuff and the doc update. As for ???, what are your (and others') thoughts about the possibility of a) a reproducibility API which takes either an R version (or maybe alternatively a date) and sets the RNGkind to the default for that version/date, and/or b) that sessionInfo be modified to capture (and display) the RNGkind in effect. Best, ~G On Tue, Feb 19, 2019 at 11:52 AM Tierney, Luke <luke-tier...@uiowa.edu> wrote: > > Before the next release we really should to sort out the bias issue in > sample() reported by Ottoboni and Stark in > https://www.stat.berkeley.edu/~stark/Preprints/r-random-issues.pdf and > filed aa a bug report by Duncan Murdoch at > https://bugs.r-project.org/bugzilla/show_bug.cgi?id=17494. > > Here are two examples of bad behavior through current R-devel: > > set.seed(123) > m <- (2/5) * 2^32 > x <- sample(m, 1000000, replace = TRUE) > table(x %% 2, x > m / 2) > ## > ## FALSE TRUE > ## 0 300620 198792 > ## 1 200196 300392 > > table(sample(2/7 * 2^32, 1000000, replace = TRUE) %% 2) > ## > ## 0 1 > ## 429054 570946 > > I committed a modification to R_unif_index to address this by > generating random bits (blocks of 16) and rejection sampling, but for > now this is only enabled if the environment variable R_NEW_SAMPLE is > set before the first call. > > Some things still needed: > > - someone to look over the change and see if there are any issues > - adjustment of RNGkind to allowing the old behavior to be selected > - make the new behavior the default > - adjust documentation > - ??? > > Unfortunately I don't have enough free cycles to do this, but I can > help if someone else can take the lead. > > There are two other places I found that might suffer from the same > issue, in walker_ProbSampleReplace (pointed out bu O & S) and in > src/nmath/wilcox.c. Both can be addressed by using R_unif_index. I > have done that for walker_ProbSampleReplace, but the wilcox change > might need adjusting to support the standalone math library and I > don't feel confident enough I'd get that right. > > Best, > > luke > > > -- > Luke Tierney > Ralph E. Wareham Professor of Mathematical Sciences > University of Iowa Phone: 319-335-3386 > Department of Statistics and Fax: 319-335-3017 > Actuarial Science > 241 Schaeffer Hall email: luke-tier...@uiowa.edu > Iowa City, IA 52242 WWW: http://www.stat.uiowa.edu > > ______________________________________________ > R-devel@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-devel > [[alternative HTML version deleted]] ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
