On 03/04/2018 07:14 PM, Henrik Bengtsson wrote:
On Sun, Mar 4, 2018 at 3:23 PM, Duncan Murdoch <murdoch.dun...@gmail.com> wrote:
...
An issue is that .Random.seed doesn't contain the full state of the RNG
system, so restoring it doesn't necessarily lead to an identical sequence of
output. The only way to guarantee the sequence will repeat is to call
set.seed(n), and that only leads to a tiny fraction of possible states.
Expanding .Random.seed so that it does contain the full state would be a
good idea, and that would make your preserveRandomSeed really easy to write.
Here's a demo that .Random.seed is not enough:
set.seed(123, normal.kind = "Box-Muller")
rnorm(1)
[1] -0.1613431
save <- .Random.seed
rnorm(1)
[1] 0.6706031
.Random.seed <- save
rnorm(1)
[1] -0.4194403
If .Random.seed were the complete state, the 2nd and 3rd rnorm results would
be the same.
To be pedantic, it is not the RNG state that is the problem, it is the
state of the normal transformation "Box-Muller". And, again pedantic
>So, this is is only for some of the RNG kinds.
As I recall, it is not a problem for any RNG kinds, it is only a problem
with the Box-Muller normal.kind. Things may have changed, and parallel
adds the need to record number of nodes.
Is the reason for this
limitation that it is not possible for R (not even the R internals) to
get hold of some of the RNG generators? In other words, it is
unlikely to ever be fixed?
It has been around for a very long time (since at least R 0.99) and, as
I recall, it was not easy to fix. I think the more substantial reason is
that Box-Muller is no longer the default or preferred normal generator.
It may only be used for backward compatibility, in which case messing
with it could be a disaster with very little potential benefit.
Paul
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