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

[Matteo Fasiolo]

Sorry, what I want to do is to call an R function from Rcpp:

cppFunction('

List myFun(int n, Function foo)
{
    RNGScope scope;

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

    NumericVector output1(n);
    output1 = foo();

    RandomSeed = someVariable;

    NumericVector output2(n);
    output2 = foo();

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

')

myRnorm <- function()
{
  rnorm(10)
}

myFun(10, myRnorm)

This works, the only correction is that .Random.Seed is an IntegerVector.
Thanks a lot!

Matteo


On Fri, Jun 7, 2013 at 4:29 PM, Matteo Fasiolo <matteo.fasiolo at gmail.com>wrote:

> 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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