[Rcpp-devel] Setting the R random seed from Rcpp

[Matteo Fasiolo]

Thanks for you replies.

I need to seed the seed because I'm estimating the likelihood
function in an MCMC algorithm, and I need to use the same random numbers in
order
to get a good acceptance ratio. (I could also pass vectors of random
numbers around but
that's quite messy).

For some reason what Romain suggested doesn't seem to work:

cppFunction('

List myFun(int n)
{
    RNGScope scope;

    Environment g = Environment::global_env();
    Environment::Binding RandomSeed = g[".Random.seed"];
    NumericVector someVariable = RandomSeed;

    NumericVector output1(rnorm(n));

    RandomSeed = someVariable;

    NumericVector output2(rnorm(n));

    return List::create(output1, output2);
}

')


myFun(10)

[[1]]
 [1]  1.3963522  0.3949708 -0.4526889  0.6898165  0.4216432  0.5742222
-0.6332163  0.2886058  1.9990184 -1.6650286

[[2]]
 [1]  0.33822725  0.19465447  0.04197205  0.01744784  0.75131016
0.06764945 -0.82518198  0.54712702 -2.48995321
[10] -0.38688042



On Fri, Jun 7, 2013 at 3:42 PM, Romain Francois <romain at r-enthusiasts.com>wrote:

>
> You can do something like this (i'm on my phone, so you might have to
> change it):
>
> Environment g = Environment::global_env() ;
> Environment::Binding RandomSeed = g[".Random.seed"] ;
>
> You get the current value of the binding like this:
>
> NumericVector someVariable = RandomSeed ;
>
> And then when you want to set the variable: you just do :
>
> RandomSeed = someVariable ;
>
> The Environment::Binding class acts a a proxy class.
>
> Romain
>
>
> Le 7 juin 2013 à 16:22, Matteo Fasiolo <matteo.fasiolo at gmail.com> a écrit
> :
>
> > Dear Rcpp experts,
> >
> >  I would like to be able to store the R random seed from a Rcpp
> > function and then reset it. In other words I would like to replicate
> > the following code in Rcpp:
> >
> > savedSeed <- .Random.seed
> > x <- Rfunction(parameters1);
> >
> > .Random.seed <- savedSeed
> > x1 <- Rfunction(parameters2);
> >
> > where Rfunction simulates some random numbers and uses them
> > but with different parameter values.
> > Is it possible to do something similar in Rcpp?
> > Probably using GetRNGstate() and PutRNGstate()?
> >
> > Thanks,
> >
> > Matteo
> > _______________________________________________
> > Rcpp-devel mailing list
> > Rcpp-devel at lists.r-forge.r-project.org
> > https://lists.r-forge.r-project.org/cgi-bin/mailman/listinfo/rcpp-devel
>
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