[Rcpp-devel] Distribution functions threadsafe in RcppParallel?

On 16 April 2018 at 13:41, Murray Efford wrote:
| I read in the RcppParallel blurb "The code that you write within parallel
| workers should not call the R or Rcpp API in any fashion", which is
| admirably clear. However, it leaves me without threadsafe access to
| distribution functions (dpois, dbinom etc.). In practice, so far, these R
| API calls seem to work for me, but can they be trusted? Is there an
| alternative?

That's a fair question. They may work, as they are also exposed / available
via the standalone R math library (see Writing R Extensions).

As such, they may not required memory allocations or other interactions
with
the R process and hence "not call R ... in any fashion" per the above.

But we can't say for sure. If you want to be safe, maybe stick to
equivalent functions from a non-R source: C++11, Boost, ...

Dirk

| (It seems this question must have arisen before, but I haven't found an
| answer)

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org

Thanks. This is all happening inside a package for CRAN, so I would rather
avoid more complexity and potential platform-dependence, but I also cannot
afford for it to break unpredictably (or otherwise).
Murray

On Mon, Apr 16, 2018 at 3:33 PM, Dirk Eddelbuettel <edd at debian.org> wrote:

On 16 April 2018 at 13:41, Murray Efford wrote:
| I read in the RcppParallel blurb "The code that you write within
parallel
| workers should not call the R or Rcpp API in any fashion", which is
| admirably clear. However, it leaves me without threadsafe access to
| distribution functions (dpois, dbinom etc.). In practice, so far, these
R
| API calls seem to work for me, but can they be trusted? Is there an
| alternative?

That's a fair question. They may work, as they are also exposed /
available
via the standalone R math library (see Writing R Extensions).

As such, they may not required memory allocations or other interactions
with
the R process and hence "not call R ... in any fashion" per the above.

But we can't say for sure. If you want to be safe, maybe stick to
equivalent functions from a non-R source: C++11, Boost, ...

Dirk

| (It seems this question must have arisen before, but I haven't found an
| answer)

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org

Thanks. This is all happening inside a package for CRAN, so I would rather
avoid more complexity and potential platform-dependence, but I also cannot
afford for it to break unpredictably (or otherwise).
Murray

On Mon, Apr 16, 2018 at 3:33 PM, Dirk Eddelbuettel <edd at debian.org> wrote:

On 16 April 2018 at 13:41, Murray Efford wrote:
| I read in the RcppParallel blurb "The code that you write within
parallel
| workers should not call the R or Rcpp API in any fashion", which is
| admirably clear. However, it leaves me without threadsafe access to
| distribution functions (dpois, dbinom etc.). In practice, so far, these
R
| API calls seem to work for me, but can they be trusted? Is there an
| alternative?

That's a fair question. They may work, as they are also exposed /
available
via the standalone R math library (see Writing R Extensions).

As such, they may not required memory allocations or other interactions
with
the R process and hence "not call R ... in any fashion" per the above.

But we can't say for sure. If you want to be safe, maybe stick to
equivalent functions from a non-R source: C++11, Boost, ...

Dirk

| (It seems this question must have arisen before, but I haven't found an
| answer)

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org

Greetings and Salutations,



There is also the boost header libraries that you can use:



https://www.boost.org/doc/libs/1_67_0/doc/html/boost_random.html



Gallery example: http://gallery.rcpp.org/articles/timing-normal-rngs/



If you need parallel draws, see the sitmo engine:
https://github.com/coatless/sitmo



Also, you may wish to consider the rTRNG library: https://github.com/
miraisolutions/rTRNG



Sincerely,



JJB



*From: *<rcpp-devel-bounces at lists.r-forge.r-project.org> on behalf of
Yixuan Qiu <yixuanq at gmail.com>
*Date: *Monday, April 16, 2018 at 11:53 AM
*To: *Murray Efford <murray.efford at gmail.com>
*Cc: *"rcpp-devel at lists.r-forge.r-project.org" <
rcpp-devel at lists.r-forge.r-project.org>
*Subject: *Re: [Rcpp-devel] Distribution functions threadsafe in
RcppParallel?



For your information, here is a header-only library for distribution
functions: https://github.com/kthohr/stats

The API seems to be designed to mimic the R API.

Best,

Yixuan



2018-04-15 23:56 GMT-04:00 Murray Efford <murray.efford at gmail.com>:

Thanks. This is all happening inside a package for CRAN, so I would rather
avoid more complexity and potential platform-dependence, but I also cannot
afford for it to break unpredictably (or otherwise).

Murray



On Mon, Apr 16, 2018 at 3:33 PM, Dirk Eddelbuettel <edd at debian.org> wrote:


On 16 April 2018 at 13:41, Murray Efford wrote:
| I read in the RcppParallel blurb "The code that you write within parallel
| workers should not call the R or Rcpp API in any fashion", which is
| admirably clear. However, it leaves me without threadsafe access to
| distribution functions (dpois, dbinom etc.). In practice, so far, these R
| API calls seem to work for me, but can they be trusted? Is there an
| alternative?

That's a fair question. They may work, as they are also exposed / available
via the standalone R math library (see Writing R Extensions).

As such, they may not required memory allocations or other interactions
with
the R process and hence "not call R ... in any fashion" per the above.

But we can't say for sure. If you want to be safe, maybe stick to
equivalent functions from a non-R source: C++11, Boost, ...

Dirk


| (It seems this question must have arisen before, but I haven't found an
| answer)

--
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org