[Rcpp-devel] repeatable random numbers

[Zhongyi Yuan]

Thank you for the quick reply, Dirk.

Zhongyi

On Thu, Sep 1, 2011 at 12:13 PM, Dirk Eddelbuettel <edd at debian.org> wrote:

>
> On 1 September 2011 at 12:06, Zhongyi Yuan wrote:
> | Hello everyone,
> |
> | I am conducting some numerical studies that I want to be repeatable. In
> other
> | words, I want others who run my code to get exactly the same result as I
> get.
> | This can be easily done in pure R.
> |
> | But since I want the random number generation in Cpp, I think I need a
> seed
> | that can be retrieved even after re-compilation. Can this done with
> RNGScope?
>
> Yes you can set a seed the same way, see 'Writing R Extensions'.  We hook
> into the same C API for R's RNG as ... R itself does.
>
> Trivial example:
>
>
> R> require(inline)
> Loading required package: inline
> R> rngs <- cxxfunction(signature(), plugin="Rcpp", body="return
> Rcpp::rnorm(5,0,1);")
> R> set.seed(42)
> R> rngs()
> [1]  1.370958 -0.564698  0.363128  0.632863  0.404268
> R> rngs()
> [1] -0.1061245  1.5115220 -0.0946590  2.0184237 -0.0627141
> R> set.seed(42)
> R> rnorm(5)
> [1]  1.370958 -0.564698  0.363128  0.632863  0.404268
> R> rnorm(5)
> [1] -0.1061245  1.5115220 -0.0946590  2.0184237 -0.0627141
> R>
>
> So both draws get you the _exact same numbers_ as we reset the RNG state to
> the same starting point.
>
> Dirk
>
> | Thanks for your help.
> |
> | Best,
> | Zhongyi
> |
> |
> | ----------------------------------------------------------------------
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>
> --
> Two new Rcpp master classes for R and C++ integration scheduled for
> New York (Sep 24) and San Francisco (Oct 8), more details are at
>
> http://dirk.eddelbuettel.com/blog/2011/08/04#rcpp_classes_2011-09_and_2011-10
>
> http://www.revolutionanalytics.com/products/training/public/rcpp-master-class.php
>
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