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startingin
2005 Jun 08
1
FW: Random seed problem in MCMC coupling of chains
...required.
In your example it is important that you generate the same number of
random numbers in each pass through the chain. If that is not the case
then even with the setRNG utilities there is a subtle change that you
are introducing.
HTH,
Paul
>
> niter <- 3
> nchain <- 2
startingRNG <- setRNG()
> for (i in 1:niter) { # iterations
> tmpSeed <- setRNG()
> for (j in 1:nchain) { # chains
> setRNG(tmpSeed)
> a <- runif(1)
> cat("iter:", i, "chain:", j, "runif:", a, "\n")
> }
> }
>
> it...