rsprng
The R project wiki sounds like a great place. Thanks for the suggestion.
On Tue, 2009-05-19 at 20:55 -0500, Dirk Eddelbuettel wrote:
| P.S. My latest discovery is that set.seed is a no-op after you've | initialized rsprng's generator. Yes, wasn't that the point of (r)sprng ?
It did happen to be the behavior I was looking for. But R framework for user random number generators provides hooks by which they can intercept calls to set.seed (among other things). Also, before I looked at the code I thought rsprng might be operating completely outside of the usual R RNG framework, so that only explicit calls to the rsprng interface would get sprng random numbers. It is certainly more convenient for the replacement to be fairly pervasive. It seems a bit of a problem to me that the current approach is a mix of the two cases. On the one hand, rsprng could be a drop-in replacement for R's random numbers, in which case set.seed would work, as would the standard commands for getting and setting state of the stream. Admittedly, the semantics of set.seed in a parallel RNG are murky; maybe it should just throw an error. On the other hand, it could be completely independent, accessible only by its own specialized calls while the standard R RNG's proceeded obliviously. My attempt to use set.seed was based on a guess that this second model (rsprng completely separate) was what was going on.