Thank you for this. I'd like to be sure I understand the intuition correctly. Is the following true from what you said?
I can just fix the seed at the C++ level and the results will still be (pseudo) random because the initialization at the R level is (pseudo) random. On Thu, Jul 30, 2020 at 3:36 PM Duncan Murdoch <murdoch.dun...@gmail.com> wrote: > I wouldn't trust the C++ generator to be as good if you seed it this way > as if you just seeded it once with your phone number (or any other fixed > value) and let it run, because it's probably never been tested to be > good when run this way. Is it good enough for the way you plan to use > it? Maybe. > > Duncan Murdoch > > On 30/07/2020 3:05 p.m., Tommy Jones wrote: > > Hi, > > > > I am constructing a function that does sampling in C++ using a non-R RNG > > stream for thread safety reasons. This C++ function is wrapped by an R > > function, which is user facing. The R wrapper does some sampling itself > to > > initialize some variables before passing them off to C++. So that my > users > > do not have to manage two mechanisms to set random seeds, I've > constructed > > a solution (shown below) that allows both RNGs to be seeded with set.seed > > and respond to the state of R's RNG stream. > > > > I believe the below works. However, I am hoping to get feedback from more > > experienced useRs as to whether or not the below approach is unsafe in > ways > > that may affect reproducibility, modify global variables in bad ways, or > > have other unintended consequences I have not anticipated. > > > > Could I trouble one or more folks on this list to weigh in on the safety > > (or perceived wisdom) of using R's internal RNG stream to seed an RNG > > external to R? Many thanks in advance. > > > > This relates to a Stackoverflow question here: > > > https://stackoverflow.com/questions/63165955/is-there-a-best-practice-for-using-non-r-rngs-in-rcpp-code > > > > Pseudocode of a trivial facsimile of my current approach is below. > > > > --Tommy > > > > sample_wrapper <- function() { > > # initialize a variable to pass to C++ > > init_var <- runif(1) > > > > # get current state of RNG stream > > # first entry of .Random.seed is an integer representing the > algorithm used > > # second entry is current position in RNG stream > > # subsequent entries are pseudorandom numbers > > seed_pos <- .Random.seed[2] > > > > seed <- .Random.seed[seed_pos + 2] > > > > out <- sample_cpp(init_var = init_var, seed = seed) > > > > # move R's position in the RNG stream forward by 1 with a throw away > sample > > runif(1) > > > > # return the output > > out} > > > > [[alternative HTML version deleted]] > > > > ______________________________________________ > > 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
