[Rd] different results on linux and windows

[Klaus Nordhausen]

Dear R experts,

we are preparing an R-package to compute the Oja Median which contains
some C++ code in which random numbers are needed. To generate the random
numbers we use the following Mersenne-Twister implementation:

// MersenneTwister.h
// Mersenne Twister random number generator -- a C++ class MTRand
// Based on code by Makoto Matsumoto, Takuji Nishimura, and Shawn Cokus
// Richard J. Wagner  v1.0  15 May 2003  rjwagner at writeme.com

the random seed for the Mersenne-Twister is provided by our R-function
which gives an (random) integer to  the C++ function srand() which in
turn sets the seed in the code.

Using the set.seed in R makes now the results reproducible, but the
results differ between windows and linux.

Does anyone know what the problem there is?

Our suspicion is that the reason is that some libraries are different
implemented on linux and windows (XP) compilers.

After the program start we set the seed in row 447(vkm.cpp) with srand(int);

When the median will be calculated, an intern seed is set with unsigned
  int seed = rand();   ( in row 100 (vkm.cpp)). This seed will be used
to calculate some random subsets and to
create a Mersenne Twister object with MTRand rr(seed);  (row 156, vkm.cpp).

The MTRand Object rr is called with an unsigned Integer, so the
important function in the mersenneTwister.h class is in line 87:
MTRand( const uint32& oneSeed );

According to that the Random Number Generator uses the methods
initialize(oneSeed); and reload();  (inside the method, beginning in
line 215)

This both methods (line 283 and line 301) are using beside others
registers. Could it be that there is a different behavior between
Windows and Linux?

We do not want to use only srand() since we might need more then the
number of pseudo random numbers that algorithm can provide.

For those interested and which would like to see the code, a first
version of the package, called OjaMedian, is available as source file
and windows binary on my homepage:
http://www.uta.fi/~klaus.nordhausen/down.html

The problem is in the ojaMedian function when the evolutionary algorithm
is used. Involved C++-files are mainly vkm.cpp and MersenneTwister.h.

We would be very grateful for any advice on how to solve this problem.
(below is also a demonstration)

Thank you very much in advance,

Klaus

Results on windows XP:

Compiler used: gcc version 4.2.1-sjlj (mingw32-2)

> library(OjaMedian)
> set.seed(1)
> testD <- rmvnorm(20,c(0,0))
> summary(testD)
        V1                V2
  Min.   :-2.2147   Min.   :-1.989352
  1st Qu.:-0.3844   1st Qu.:-0.399466
  Median : 0.3597   Median :-0.054967
  Mean   : 0.1905   Mean   :-0.006472
  3rd Qu.: 0.7590   3rd Qu.: 0.655663
  Max.   : 1.5953   Max.   : 1.358680
> set.seed(1)
> ojaMedian(testD)
[1]  0.21423705 -0.05799643
> sessionInfo()
R version 2.9.0 (2009-04-17)
i386-pc-mingw32

locale:
LC_COLLATE=Finnish_Finland.1252;LC_CTYPE=Finnish_Finland.1252;LC_MONETARY=Finnish_Finland.1252;LC_NUMERIC=C;LC_TIME=Finnish_Finland.1252

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] OjaMedian_0.0-14 ICSNP_1.0-3      ICS_1.2-1        survey_3.14
[5] mvtnorm_0.9-5

loaded via a namespace (and not attached):
[1] tools_2.9.0
>

Results on Linux Kubuntu 8.10
result of: cat /proc/version:
Linux version 2.6.28-11-generic (buildd at palmer) (gcc version 4.3.3
(Ubuntu 4.3.3-5ubuntu4) ) #42-Ubuntu SMP Fri Apr 17 01:57:59 UTC 2009

> library(OjaMedian)
>  set.seed(1)
>  testD <- rmvnorm(20,c(0,0))
>  summary(testD)

        V1                V2
  Min.   :-2.2147   Min.   :-1.989352
  1st Qu.:-0.3844   1st Qu.:-0.399466
  Median : 0.3597   Median :-0.054967
  Mean   : 0.1905   Mean   :-0.006472
  3rd Qu.: 0.7590   3rd Qu.: 0.655663
  Max.   : 1.5953   Max.   : 1.358680

> set.seed(1)
>  ojaMedian(testD)

(-0.501381, 0.193929)[1] 0.119149071 0.002732100

> sessionInfo()

R version 2.8.1 (2008-12-22)
i486-pc-linux-gnu

locale:
LC_CTYPE=en_US.UTF-8;LC_NUMERIC=C;LC_TIME=en_US.UTF-8;LC_COLLATE=en_US.UTF-8;LC_MONETARY=C;LC_MESSAGES=en_US.UTF-8;LC_PAPER=en_US.UTF-8;LC_NAME=C;LC_ADDRESS=C;LC_TELEPHONE=C;LC_MEASUREMENT=en_US.UTF-8;LC_IDENTIFICATION=C

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base

other attached packages:
[1] OjaMedian_0.0-14 ICSNP_1.0-3      ICS_1.2-1        survey_3.14
[5] mvtnorm_0.9-5





-- 
Klaus Nordhausen
Researcher
Tampere School of Public Health
FIN-33014 University of Tampere

phone:	+358 3 3551 4153
fax:	+358 3 3551 4150
e-mail:	Klaus.Nordhausen at uta.fi