<html><head><meta http-equiv="Content-Type" content="text/html charset=iso-8859-1"></head><body style="word-wrap: break-word; -webkit-nbsp-mode: space; -webkit-line-break: after-white-space; ">Hi Matteo,<div><br></div><div>this is an interesting post. My assumption is, that as in the first approach you call an R function which is implemented as a pointer (or reference to an R function) this function always has access to the RNG scope. Whereas in the second approach you call nested, which is a CPP-function that implicitly calls the R function (via the R namespace in Rcpp I think). In this case the RNG scope is not accessible and must be made accessible via a further 'RNGScope;' in the function 'nested'. What happens if you do this?</div><div><br></div><div><br></div><div>Best</div><div><br></div><div>Simon</div><div><br></div><div><br><div><div>On Jun 10, 2013, at 7:52 PM, Matteo Fasiolo <<a href="mailto:matteo.fasiolo@gmail.com">matteo.fasiolo@gmail.com</a>> wrote:</div><br class="Apple-interchange-newline"><blockquote type="cite"><div dir="ltr"><div style="">Hi all,</div><div style=""><br></div><div style=""> I continued experimenting with setting the R seed from an </div><div style="">Rcpp function. While this code works:</div><div><br></div><div>cppFunction('</div>
<div> </div><div>List myFun(int n, Function foo)</div><div>{</div><div> RNGScope scope;</div><div><br></div><div> Environment g = Environment::global_env();</div><div> Environment::Binding RandomSeed = g[".Random.seed"];</div>
<div> IntegerVector someVariable = RandomSeed;</div><div><br></div><div> NumericVector output1(n);</div><div> NumericVector output2(n);</div><div> </div><div> output1 = foo(n);</div><div><br></div><div> RandomSeed = someVariable;</div>
<div> output2 = foo(n);</div><div><br></div><div> return List::create(output1, output2);</div><div>}</div><div> </div><div>')</div><div><br></div><div><div>myRnorm <- function(n)</div><div>{</div><div> rnorm(n)</div>
<div>}</div><div><br></div><div>set.seed(524514)</div><div>myFun(10, myRnorm)</div></div><div><br></div><div><span class="" style="border-collapse: separate; font-family: 'Ubuntu Mono'; font-size: 14px; line-height: 16px; white-space: pre-wrap; border-spacing: 0px; background-color: rgb(225, 226, 229); "><pre tabindex="0" class="" style="font-family:'Ubuntu Mono';outline:none;border:none;margin-top:0px;margin-bottom:0px;line-height:1.2;font-size:10.4pt!important;white-space:pre-wrap!important">[[1]]
[1] -0.46949481 -0.40449904 1.10377225 -0.94267114 0.71828154 0.44722386 -0.04653023 0.49021681 -0.68894641
[10] 0.15505136
[[2]]
[1] -0.46949481 -0.40449904 1.10377225 -0.94267114 0.71828154 0.44722386 -0.04653023 0.49021681 -0.68894641
[10] 0.15505136</pre><pre tabindex="0" class="" style="font-family:'Ubuntu Mono';outline:none;border:none;margin-top:0px;margin-bottom:0px;line-height:1.2;font-size:10.4pt!important;white-space:pre-wrap!important"><br></pre><pre tabindex="0" class="" style="font-family:'Ubuntu Mono';outline:none;border:none;margin-top:0px;margin-bottom:0px;line-height:1.2;font-size:10.4pt!important;white-space:pre-wrap!important">If I put another layer of C++:</pre>
</span></div><div><br></div><div>cppFunction('</div><div>NumericVector nested(int n)</div><div>{</div><div> return rnorm(n);</div><div>}</div><div>')</div><div><br></div><div>myRnorm <- function(n)</div><div>{</div>
<div> nested(n)</div><div>}</div><div><br></div><div>set.seed(524514)</div><div>myFun(10, myRnorm)</div><div><br></div><div><span class="" style="border-collapse:separate;border-spacing:0px;background-color:rgb(225,226,229)"><pre tabindex="0" class="" style="outline:none;border:none;margin-top:0px;margin-bottom:0px"><font face="Ubuntu Mono"><span style="font-size:14px;line-height:16px;white-space:pre-wrap">[[1]]
[1] -0.46949481 -0.40449904 1.10377225 -0.94267114 0.71828154 0.44722386 -0.04653023 0.49021681 -0.68894641
[10] 0.15505136
[[2]]
[1] -1.58817318 0.32828207 0.01351185 -0.28672471 0.51732449 -0.10360312 0.97944543 -0.16814832 -0.83571146
[10] -0.43258866
This doesn't work any more. Luckily I listened to Dirk's warning about messing with R RNG,</span></font></pre><pre tabindex="0" class="" style="outline:none;border:none;margin-top:0px;margin-bottom:0px"><font face="Ubuntu Mono"><span style="font-size:14px;line-height:16px;white-space:pre-wrap">because this strange "sandwich" (C++ calls R calls C++) is pretty much what I was going to </span></font></pre>
<pre tabindex="0" class="" style="outline:none;border:none;margin-top:0px;margin-bottom:0px"><font face="Ubuntu Mono"><span style="font-size:14px;line-height:16px;white-space:pre-wrap">do in my application.</span></font></pre>
<pre tabindex="0" class="" style="outline:none;border:none;margin-top:0px;margin-bottom:0px"><font face="Ubuntu Mono"><span style="font-size:14px;line-height:16px;white-space:pre-wrap"><br></span></font></pre>
<pre tabindex="0" class="" style="outline:none;border:none;margin-top:0px;margin-bottom:0px"><font face="Ubuntu Mono"><span style="font-size:14px;line-height:16px;white-space:pre-wrap">Matteo</span></font></pre>
<pre tabindex="0" class="" style="outline:none;border:none;margin-top:0px;margin-bottom:0px"><span style="font-size: 14px; line-height: 16px; white-space: pre-wrap; font-family: 'Ubuntu Mono'; "><br></span></pre>
<pre tabindex="0" class="" style="outline:none;border:none;margin-top:0px;margin-bottom:0px"><span style="font-size: 14px; line-height: 16px; white-space: pre-wrap; font-family: 'Ubuntu Mono'; "> </span></pre>
<pre tabindex="0" class="" style="outline:none;border:none;margin-top:0px;margin-bottom:0px"><font face="Ubuntu Mono"><span style="font-size:14px;line-height:16px;white-space:pre-wrap"><br></span></font></pre>
</span></div></div>
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