[Rd] Seed in 'parallel' vignette
Marius Hofert
marius.hofert at uwaterloo.ca
Sun Mar 8 16:19:45 CET 2015
On Tue, Feb 3, 2015 at 10:39 AM, Marius Hofert
<marius.hofert at uwaterloo.ca> wrote:
> Hi,
>
> This is most likely only a minor technicality, but I saw the
> following: On page 6 of the 'parallel' vignette
> (http://stat.ethz.ch/R-manual/R-devel/library/parallel/doc/parallel.pdf),
> the random-number generator "L'Ecuyer-CMRG" is said to have seed
> "(x_n, x_{n-1}, x_{n-2}, y_n, y_{n-1}, y_{n-2})". However, in L'Ecuyer
> et al. (2002), the seed is given with 'increasing' indices, so should
> rather be "(x_{n-2}, x_{n-1}, x_n, y_{n-2}, y_{n-1}, y_n)" (or, even
> more intuitively, "(x_{n-3}, x_{n-2}, x_{n-1}, y_{n-3}, y_{n-2},
> y_{n-1})"). The question is how it's done in R (?):
... in the meanwhile, I found out that this is indeed a typo in the
vignette. I suggest to change it to "(x_{n-3}, x_{n-2}, x_{n-1},
y_{n-3}, y_{n-2}, y_{n-1})" on page 6 in the version of October 31, 2014.
> If as given in the
> vignette, one should maybe point this out as other (languages)
> following L'Ecuyer et al. (2002) might obtain different random numbers
> then. And if it's implemented as in L'Ecuyer, then one probably wants
> to adjust the vignette to reflect this.
>
> Other minor suggestions to improve the vignette (if that's what's also
> done in R; I couldn't easily figure that out from ./src/main/RNG.c):
> 1) when defining u_n, I would write u_n = z_n / (2^32-208) [as it is
> immediately clear then that one divides by the modulus of the first
> linear congruential generator + 1]
> 2) The case z_n=0 is not provided (for a reason?). If z_n=0, L'Ecuyer
> suggests to set u_n to "(2^32-209)/(2^32-208)".
>
> Cheers,
> Marius
>
>
>
>
> --
> Marius Hofert, Dr. rer. nat.
> Assistant Professor
> Department of Statistics and Actuarial Science
> Faculty of Mathematics
> University of Waterloo
> 200 University Avenue West, Waterloo, ON, N2L 3G1
> +1-519-888-4567, ext. 31394 (office M3 4207)
> http://math.uwaterloo.ca/~mhofert
--
Marius Hofert, Dr. rer. nat.
Assistant Professor
Department of Statistics and Actuarial Science
Faculty of Mathematics
University of Waterloo
200 University Avenue West, Waterloo, ON, N2L 3G1
+1-519-888-4567, ext. 31394 (office M3 4207)
http://math.uwaterloo.ca/~mhofert
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