similar to: RNG initialization

A slightly revised version of my DSE package for multi-variate time series analysis is now available at <www.bank-banque-canada.ca/pgilbert>. This version works with R 0.90.1 (and not with R 90.0 or earlier versions). It can also be installed with install.packages(c("syskern", "tframe", "dse"),

A slightly revised version of my DSE package for multi-variate time series analysis is now available at <www.bank-banque-canada.ca/pgilbert>. This version works with R 0.90.1 (and not with R 90.0 or earlier versions). It can also be installed with install.packages(c("syskern", "tframe", "dse"),

I would like to suggest a modification of initial scrambling of the seed in RNG_Init (called from do_setseed). The modified code is equivalent, but faster. Patch against R-devel_2007-09-22 follows --- R-devel-orig/src/main/RNG.c 2007-09-02 07:49:35.000000000 +0200 +++ R-devel-modif/src/main/RNG.c 2007-09-23 10:51:59.234566440 +0200 @@ -216,8 +216,8 @@ BM_norm_keep = 0.0; /* zap Box-Muller

Hi all, I'm currently implementing quasi random generation (torus) on R (package randtoolbox available on CRAN). Even if it is not a great idea, I decided to use the machine time to initiate the seed. So when the seed is not specified by the user, the pkg uses the time machine time. Hence the following R code should produce different uniform variates : > for(i in

?Random.user says (in svn trunk) Optionally, functions \code{user_unif_nseed} and \code{user_unif_seedloc} can be supplied which are called with no arguments and should return pointers to the number of seeds and to an integer array of seeds. Calls to \code{GetRNGstate} and \code{PutRNGstate} will then copy this array to and from \code{.Random.seed}. And it offers as an example void

One of the functions I would like to clean out of my syskern package is a program to send mail. This is a common feature other programs (e.g. bug.report) may use so I would like it to be included in R/base. I will volunteer to do this as it looks like a fairly straightforward dissection of bug.report but I have some questions: Has anyone done this already? Is "mail" a good name or

Hi, As a project for a computer performance analysis paper I am taking this semester, I am going to look at the performance of the memory manager in R, with the aim of determining how fast it is and which areas most need improvement. The idea is that I will compare various versions of R, starting with 0.64.2, and then at a few stages in the implementation of the new memory management scheme (of

Hi, dovecot tries to use OpenSSL's PRNG to generate random numbers if there is no /dev/urandom found. Unfortunately, it is flawed in its present form, since the PRNG is not seeded before RAND_bytes() is called in src/lib/randgen.c (on systems which have /dev/urandom, OpenSSL automatically seeds its PRNG from the urandom device). Here's a patch to address this issue: it tries to seed

Brian I've been playing a bit with the Wichmann-Hill RNG. I would prefer to have normally distributed random numbers and I think I have things generally worked out to use Wichmann-Hill and then Box-Muller. In the process, I was looking at R's rnorm.c, but could not figure out what transformation is used in R to convert uniform rv's to normal rv's. Do you know? It looks like there

I'm looking for some help in getting R to compile on Sunos. We run a collection of Sunos and Solaris machines in the department here. I got to compile on Solaris 2.5.1 using gcc 2.7.2.2. On my Sunos 4.1.3 (and I've tried it on Sunos 4.1.4 as well) machines, it crashes during the compile. I'm using gcc 2.8.1 on there. It gets to this point: gcc -g -O2 -I../include

I'm a novice with gdb but the following is the result of a segfault problem I've been having with 1.2.0. If there is something else I should do to get more useful information at this point, then someone please let me know. Paul Gilbert ______ [5] /home/mfa5/gilp/zzot : R -d gdb GNU gdb 4.17 Copyright 1998 Free Software Foundation, Inc. GDB is free software, covered by the GNU General

Below are a few problems I have encountered with the new checks being done in R-devel. 1/ I have two generics, test.equal and test.equal.tframe. The first checks that two objects are equal while the second checks if two objects have equal tframes (time frames). There is no reason these should have similar arguments but the check seems to think that test.equal.tframe is a method for test.equal so

The bug list summary reported an error in syskern which I finally realized is due to a badly chosen example in the help rather an error in the code. However, I have taken the opportunity to re-evaluate what I have been trying to do with syskern, since some parts may no longer be important. Since syskern was intended to address certain problems in package development I would appreciate other

Hi, I am constructing a function that does sampling in C++ using a non-R RNG stream for thread safety reasons. This C++ function is wrapped by an R function, which is user facing. The R wrapper does some sampling itself to initialize some variables before passing them off to C++. So that my users do not have to manage two mechanisms to set random seeds, I've constructed a solution (shown

I'm trying to use R CMD Rd2dvi and I end up at a Latex (I think) command prompt. What's missing or what am I suppose to do? Paul Gilbert _______ paul at breman:/apps/dse-versions/2000.6/dse#R CMD Rd2dvi syskern This is TeX, Version 3.14159 (Web2C 7.3) (Rd2.tex LaTeX2e <1998/12/01> Babel <v3.6k> and hyphenation patterns for american, french, german, ngerman, nohyphenation,

Thank you for this. I'd like to be sure I understand the intuition correctly. Is the following true from what you said? I can just fix the seed at the C++ level and the results will still be (pseudo) random because the initialization at the R level is (pseudo) random. On Thu, Jul 30, 2020 at 3:36 PM Duncan Murdoch <murdoch.duncan at gmail.com> wrote: > I wouldn't trust the C++

I'm probably going to get in trouble for this, but ... What is the best way to get 'important' issues resolved by R-core? There is a category of 'issues' (I won't call them bugs or problems, although arguably they are so) that appear on R-devel and sink without ever receiving an explicit acknowledgment. These problems tend to be: * non-trivial * outside of the main

And a last post from Paul Gilbert. Thanks to all! This disscusion was really beneficial for me! -----Original Message----- From: Paul Gilbert [mailto:pgilbert at bank-banque-canada.ca] Sent: sre 2005-06-08 21:01 To: Gorjanc Gregor Subject: Re: [R] Random seed problem in MCMC coupling of chains Gorjanc Gregor wrote: > Thanks to Paul and Gabor for additional tips/examples. Actually, I find

Hello When loading a package, I'm wondering if it's frowned upon for the package to alter the state of the random number generator? I guess not, since the parallel package does it? > set.seed(6860) > old.seed <- .GlobalEnv$.Random.seed > library(parallel) > new.seed <- .GlobalEnv$.Random.seed > identical(old.seed, new.seed) [1] FALSE I ask

syskern (`Functions for writing code that is OS and R/S independent', an amazing description given the reality) fails Rcmd check on Windows, and also gives incorrect information where it does work. There are already correct OS-independent functions for these purposes in R. It appears not to be needed to run the other three packages in the dse bundle, but to be the only R package that