R devel - Feb 2000 - reproducing Box-Muller numbers

There seems to be a minor problem with reproducing numbers from rnorm with
Box-Muller. The pattern suggests it might have something to do with the value
that gets dropped when an odd number of numbers is requested. (Details below.)

Also, could "user-supplied" be added as an option for normal.kind in
RNGkind.
I'm sure the Box-Muller in R is better than my own attempt, but I would like
to
be able to reproduce results I've obtained in the past.

Paul Gilbert
________
> .Random.seed <- c(200,979,1479,1542)
> rnorm(5)
[1] -1.9242522 -0.8956891  2.1221336  0.8166920
-0.1356919
> .Random.seed <- c(200,979,1479,1542)
> rnorm(5)
[1] -0.4602838 -1.9242522 -0.8956891  2.1221336 
0.8166920
> .Random.seed <- c(200,979,1479,1542)
> rnorm(5)
[1] -1.9242522 -0.8956891  2.1221336  0.8166920
-0.1356919
> .Random.seed <- c(200,979,1479,1542)
> rnorm(5)
[1] -0.4602838 -1.9242522 -0.8956891  2.1221336  0.8166920


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On Tue, 22 Feb 2000, Paul Gilbert wrote:
> There seems to be a minor problem with reproducing numbers from rnorm with
> Box-Muller. The pattern suggests it might have something to do with the
value
> that gets dropped when an odd number of numbers is requested. (Details
below.)
Yes, it is. I wouldn't recommend that generator, but Martin M requested it
(and for .Random.seed to store the normal type).

I'll make a call to set.seed clear the saved value. That's all we intend
to
be reproducible, setting the state by set.seed.
> Also, could "user-supplied" be added as an option for normal.kind
in RNGkind.
> I'm sure the Box-Muller in R is better than my own attempt, but I would
like to
> be able to reproduce results I've obtained in the past.
Not very easily, and we are in feature freeze for 1.0.0 now, so not before
1.1.0. It would be easy to patch in your own version, but the 
difficulty is to add all the protection needed for user-supplied code.
> Paul Gilbert
> ________
> 
> > .Random.seed <- c(200,979,1479,1542)
> > rnorm(5)
> [1] -1.9242522 -0.8956891  2.1221336  0.8166920 -0.1356919
> > .Random.seed <- c(200,979,1479,1542)
> > rnorm(5)
> [1] -0.4602838 -1.9242522 -0.8956891  2.1221336  0.8166920
> > .Random.seed <- c(200,979,1479,1542)
> > rnorm(5)
> [1] -1.9242522 -0.8956891  2.1221336  0.8166920 -0.1356919
> > .Random.seed <- c(200,979,1479,1542)
> > rnorm(5)
> [1] -0.4602838 -1.9242522 -0.8956891  2.1221336  0.8166920
> 
> 
>
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-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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On Mon, 28 Feb 2000, Paul Gilbert wrote:
> Brian
> 
> There seems to be a problem in 0.99.0a with the normal kind being reset:
> 
> >RNGkind("Wichmann-Hill", normal.kind="Box-Muller")
> >RNGkind()
> [1] "Wichmann-Hill"  "Box-Muller"
> >runif(1)
> [1] 0.4776541
> >RNGkind()
> [1] "Wichmann-Hill"  "Kinderman-Ramage"
Yes, known and fixed already.

Brian


-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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