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rngstream implementation of pierre l ecuyer s rngstreams rdrr io find an r package r language docs run r in your browser home r documentation parallel rngstream implementation of pierre l ecuyer s rngstreams rngstream implementation of pierre l ecuyer s rngstreams rngstreams r documentation implementation of pierre l ecuyer s rngstreams description this is an r re implementation of pierre l ecuyer s rngstreams multiple streams of pseudo random numbers usage nextrngstream seed nextrngsubstream seed clustersetrngstream cl null iseed mc reset stream arguments seed an integer vector of length 7 as given by random seed when the l ecuyer cmrg rng is in use see rng for the valid values cl a cluster from this package or package snow or if null the registered cluster iseed an integer to be supplied to set seed or null not to set reproducible seeds details the rngstream interface works with potentially multiple streams of pseudo random numbers this is particularly suitable for working with parallel computations since each task can be assigned a separate rng stream this uses as its underlying generator rngkind l ecuyer cmrg of l ecuyer 1999 which has a seed vector of 6 signed integers and a period of around 2 191 each stream is a subsequence of the period of length 2 127 which is in turn divided into substreams of length 2 76 the idea of l ecuyer et al 2002 is to use a separate stream for each of the parallel computations which ensures that the random numbers generated never get into to sync and the parallel computations can themselves use substreams if required the original interface stores the original seed of the first stream the original seed of the current stream and the current seed this could be implemented in r but it is as easy to work by saving the relevant values of random seed see the examples clustersetrngstream selects the l ecuyer cmrg rng and then distributes streams to the members of a cluster optionally setting the seed of the streams by set seed iseed otherwise they are set from the current seed of the master process after selecting the l ecuyer generator when not on windows calling mc reset stream after setting the l ecuyer random number generator and seed makes runs from mcparallel mc set seed true reproducible this is done internally in mclapply and pvec note that it does not set the seed in the master process so does not affect the fallback to serial versions of these functions value for nextrngstream and nextrngsubstream a value which can be assigned to random seed note interfaces to l ecuyer s c code are available in cran packages rlecuyer and rstream author s brian ripley references l ecuyer p 1999 good parameters and implementations for combined multiple recursive random number generators operations research 47 159 164 sexpr results rd stage build tools rd_expr_doi 10 1287 opre 47 1 159 l ecuyer p simard r chen e j and kelton w d 2002 an object oriented random number package with many long streams and substreams operations research 50 1073 1075 sexpr results rd stage build tools rd_expr_doi 10 1287 opre 50 6 1073 358 see also rng for fuller details of r s built in random number generators the vignette for package parallel examples rngkind l ecuyer cmrg set seed 123 s random seed do some work involving random numbers nextrngstream s nextrngsubstream s parallel clusterapply apply operations using clusters detectcores detect the number of cpu cores makecluster create a parallel socket cluster parallel package support for parallel computation rngstream implementation of pierre l ecuyer s rngstreams splitindices divide tasks for distribution in a cluster unix children low level functions for management of forked processes unix mcaffinity get or set cpu affinity mask of the current process unix mcfork fork a copy of the current r process unix mclapply parallel versions of lapply and mapply using forking unix mcparallel evaluate an r expression asynchronously in a separate process unix pvec parallelize a vector map function using forking windows mcdummies serial versions of mclapply mcmapply and pvec what can we improve the page or its content looks wrong i can t find what i m looking for i have a suggestion other extra info optional submit improve this page r package documentation rdrr io home r language documentation run r code online browse r packages cran packages bioconductor packages r forge packages github packages we want your feedback note that we can t provide technical support on individual packages you should contact the package authors for that tweet to rdrrhq github issue tracker ian mutexlabs com personal blog embedding an r snippet on your website add the following code to your website remove this copy to clipboard for more information on customizing the embed code read embedding snippets close
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