[Rd] Interface for package supplied random number generator

[Josef Leydold]

Hi,

As you probably know, there is a problem with the interface for adding uniform
random number generators in R (see by article in R News 5/2, November 2005).
There exists a mechanism called "user-supplied" that allows users of R
to run their own generator in R. However, there is no such mechanism for
package writers. Those who want to add their own generators abuse 
RNGkind(kind="user-supplied") for their purpose.
The problem with this approach is that it relies on the unique existence of the
function "user_unif_rand". When two packages are loaded that use this interface,
then at least one package is broken. If the user herself loads a shared library
that contains such a function, some of the functionalities of all the 
corresponding packages are broken.

When writing my paper I found the following packages on CRAN that abuse this
interface (meanwhile there might be more packages):

randaes_0.1.tar.gz
rlecuyer_0.1.tar.gz
rsprng_0.3-1.tar.gz
rstream_1.1.tar.gz
SuppDists_1.0-13.tar.gz

what makes the situation even more complicated is the fact that some of these
packages are loaded automaticall by other packages.
For example, package 'rlecuyer' is loaded by

snow_0.2-1.tar.gz
snowFT_0.0-1.tar.gz
varSelRF_0.6-2.tar.gz

To solve this problem, Stefan Theussl and I have tried to extend the mechanism
for random number generators in the following way:

- we have added a new kind of generators: "package-supplied"

- this generator kind needs functions named 'package_unif_rand', 'package_unif_init',
  'package_unif_nseed', and 'package_unif_seedloc'
  (analogously to the functions for kind "user-supplied")

- RNGkind has an additional optional argument:
    RNGkind <- function(kind = NULL, normal.kind = NULL, PACKAGE = "")
  argument 'PACKAGE' is only used for the new generator kind "package-supplied"

- similarly the function set.seed needs the optinal argument 'PACKAGE'

Since I need such an extended interface (and I assume that other package
write do also) I ask whether this extension can be included into R.
We have implemented a first experimental version of this modified interface. 
A patch against the development snapshot R-devel_2006-08-30.tar.gz is available.
However, it is a little bit too long (239 lines) to be posted here.

Of course suggestions for an alternative approach are welcome.

Josef


-- 


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Josef Leydold   |  Vienna University of Economics and Business Administration
                |  Department of Statistics and Mathematics
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A-1090 Vienna   |  FAX    +43 1 31336 774
European Union  |  email  Josef.Leydold at statistik.wu-wien.ac.at
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