Iterators returning distant random-number seeds.

The iRNGStream creates a sequence of random number seeds that are very "far apart" (2^127 steps) in the overall random number sequence, so that each can be used to make a parallel, psudo-independent random iterator. This uses parallel::nextRNGStream and the "L'Ecuyer-CMRG" generator.

Usage

iRNGStream(seed)

Arguments

seed: Either a single number to be passed to set.seed or a

Value

An iteror which produces seed values. vector to be passed to nextRNGStream or nextRNGSubStream.

An iteror which yields successive seed values.

Details

iRNGSubStream creates seeds that are somewhat less far apart (2^76 steps), which might be used as "substream" seeds.

Originally from the itertools package.

References

For more details on the L'Ecuyer-CMRG generator, see vignette("parallel", package="parallel").

Examples


global.seed <- .Random.seed
#> Error in eval(expr, envir, enclos): object '.Random.seed' not found

rng.seeds <- iRNGStream(313)
#> Error in set.seed(): argument "seed" is missing, with no default
print(nextOr(rng.seeds))
#> Error in eval(expr, envir, enclos): object 'rng.seeds' not found
print(nextOr(rng.seeds))
#> Error in eval(expr, envir, enclos): object 'rng.seeds' not found

# create three pseudo-independent and
# reproducible random number streams
it1 <- isample(c(0, 1), 1, seed=nextOr(rng.seeds))
#> Error in eval(expr, envir, enclos): object 'rng.seeds' not found
it2 <- isample(c(0, 1), 1, seed=nextOr(rng.seeds))
#> Error in eval(expr, envir, enclos): object 'rng.seeds' not found
it3 <- isample(c(0, 1), 1, seed=nextOr(rng.seeds))
#> Error in eval(expr, envir, enclos): object 'rng.seeds' not found

all(.Random.seed == global.seed)
#> Error in eval(expr, envir, enclos): object '.Random.seed' not found
take(it1, 5, "numeric") # 0 0 0 1 1
#> Error in eval(expr, envir, enclos): object 'it1' not found
take(it2, 5, "numeric") # 0 1 1 1 1
#> Error in eval(expr, envir, enclos): object 'it2' not found
take(it3, 5, "numeric") # 1 1 1 0 0
#> Error in eval(expr, envir, enclos): object 'it3' not found

# none of this affects the global seed
all(global.seed == .Random.seed)
#> Error in eval(expr, envir, enclos): object 'global.seed' not found

# \donttest{
# Compute random numbers in three parallel processes with three
# well-separated seeds. Requires package "foreach"
library(foreach)
foreach(1:3, rseed=iRNGSubStream(1970), .combine='c') %dopar% {
  RNGkind("L'Ecuyer-CMRG") # would be better to initialize workers only once
  assign('.Random.seed', rseed, pos=.GlobalEnv)
  runif(1)
}
#> Warning: executing %dopar% sequentially: no parallel backend registered
#> Error in set.seed(): argument "seed" is missing, with no default
# }