[R-pkg-devel] For reproducibility issue

On Fri, 17 Jan 2020 13:55:39 +0000

So, does anyone have an idea of how to solve this issue.

"Writing R Extensions", 1.6. Writing portable packages:

Compiled code should not call the system random number generators
such as rand, drand48 and random, but rather use the interfaces to
R?s RNGs described in Random numbers. In particular, if more than
one package initializes the system RNG (e.g. via srand), they will
interfere with each other.

Nor should the C++11 random number library be used, nor any other
third-party random number generators such as those in GSL.

It somewhat less convenient to call the R random number generator from
Fortran than it would be from C or C++, but still possible. There is a
F77-style example of such use [1], but since you are already using
iso_c_binding, you should be able to declare the C API [2] right in the
Fortran source:

subroutine GetRNGState() bind(c)
end subroutine

subroutine PutRNGstate() bind(c)
end subroutine

As a bonus, you get to use the R distribution functions [3], without
the need to implement them yourself from uniformly distributed samples:

function rnorm(mu, sigma) bind(c) result(ret)
 use intrinsic, iso_c_binding, only: c_double
 real(c_double), value :: mu, sigma
 real(c_double) ret
end function

function rgamma(shape, scale) bind(c) result(ret)
 use intrinsic, iso_c_binding, only: c_double
 real(c_double), value :: shape, scale
 real(c_double) ret
end function

(The prototypes above are unchecked; I haven't written any Fortran 2003
in more than a year.)

Best regards,
Ivan

[1]:
https://cran.r-project.org/doc/manuals/R-exts.html#index-Random-numbers-in-Fortran

[2]: https://cran.r-project.org/doc/manuals/R-exts.html#Random-numbers

[3]:
https://cran.r-project.org/doc/manuals/R-exts.html#Distribution-functions