[Rcpp-devel] repeatable random numbers

[Zhongyi Yuan]

Dave,

Thanks for the reply.
A few months ago I did not know this list yet...

I think Dirk's way of simply setting a seed in R works for me. Your way
seems to be a bit complicated for me. Maybe I am missing something. Will
look closer...

Zhongyi

On Thu, Sep 1, 2011 at 2:45 PM, Silkworth,David J. <SILKWODJ at airproducts.com
> wrote:

> **
>
> RNGScope() mearly saves the state of the RNG for the R environment, return
> ing it upon class destruction at end of your (compiled) Rcpp function.
>
> You can pass a seed to your Rcpp function as an argument and, after
> preserving state with RNGScope(), you can set the seed within the Rcpp
> function for this repeatable capability.  I did this in an example that I listed
> here a couple of months ago using the environment facility to call R’sset.seed command
> .
>
> src <- '
>
> Rcpp::RNGScope Scope;
>
> Environment base("package:base");
>
> Function SetSeed = base["set.seed"];
>
> int NumRands = 5;
>
> int NumTrials = 3;
>
> Rcpp::NumericVector RandCol(NumRands);
>
>  Rcpp::NumericMatrix RandVals(NumRands, NumTrials*2);
>
> SetSeed(Named("seed",20) );
>
> RandCol=rnorm(NumRands,2,1);
>
> int j=3;
>
> for(int i=0; i<NumRands; i++) {
>
> RandVals(i,j) = RandCol(i);
>
> }
>
> return RandVals;
>
> '
>
>  fun <- cxxfunction(signature(),
>
>  src, plugin = "Rcpp")
>
>
>
> test_fun<-fun()
>
>
>
>
>
>
>
> >Message: 6
>
> >Date: Thu, 1 Sep 2011 12:06:53 -0500
>
> >From: Zhongyi Yuan <*zhongyi-yuan at uiowa.edu* <zhongyi-yuan at uiowa.edu>>
>
> >Subject: [Rcpp-devel] repeatable random numbers
>
> >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?
>
> >Thanks for your help.
>
> >Best,
>
> >Zhongyi
>
>
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