[R] R2WinBUGS results not different with different runs
Gregor Gorjanc
gregor.gorjanc at bfro.uni-lj.si
Thu Aug 9 07:20:02 CEST 2007
<toby909 <at> gmail.com> writes:
>
> Gregor Gorjanc wrote:
> > <toby909 <at> gmail.com> writes:
> >
> >>Is this a specialty with R2WinBUGS? Does it have something to do with the
> >>seed value? Isnt the seed value reset everytime I restart winbugs?
> >
> > I always have the same seed if I start WinBUGS multiple times.
>
> So you get exactly the same chain, numerically, when rerunning the same
> model, with the same number of iterations, everything the same.?
I just tried now with Gelman's schools example from bugs() help page. I runned
the same job twice, with exactly the same initial values. Notes that WinBUGS
uses always the same starting seed. I got this
> schools.sim$last.values
[[1]]
[[1]]$theta
[1] 23.700 10.060 12.760 13.090 1.693 14.390 7.599 3.961
[[1]]$mu.theta
[1] 25.03
[[1]]$sigma.theta
[1] 20.08
....
> schools.sim2$last.values
[[1]]
[[1]]$theta
[1] 23.700 10.060 12.760 13.090 1.693 14.390 7.599 3.961
[[1]]$mu.theta
[1] 25.03
[[1]]$sigma.theta
[1] 20.08
> Wouldnt that be problematic if every researcher in the world who uses winbugs
> uses the same sequence of random numbers?
>
> R's random numbers are different each time, because the seed is linked to the
> clock in your PC.
You can reset the seed if you want. Having the same seed is also nice for
repeatability.
Gregor
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