[R] system time - windows specific problem

[Duncan Murdoch]

On 18/07/2008 5:26 PM, Christophe Dutang wrote:
> Hi all,
> 
> I'm currently implementing quasi random generation (torus) on R  
> (package randtoolbox available on CRAN). Even if it is not a great  
> idea, I decided to use the machine time to initiate the seed. So when  
> the seed is not specified by the user, the pkg uses the time machine  
> time.
> Hence the following R code should produce different uniform variates :
> 
>  > for(i in 1:10)print(torus(1))
> 
> But on windows, I get :
>  > library(randtoolbox)
>  > for(i in 1:10)print(torus(1))
> [1] 0.1313116
> [1] 0.1313116
> [1] 0.1313116
> [1] 0.1313116
> [1] 0.1313116
> [1] 0.1313116
> [1] 0.1313116
> [1] 0.1313116
> [1] 0.1313116
> [1] 0.1313116
>  >
> 
> while on mac os, we get :
>  > library(randtoolbox)
>  > for(i in 1:10)print(torus(1))
> [1] 0.9730577
> [1] 0.9124289
> [1] 0.5123534
> [1] 0.4640765
> [1] 0.9367557
> [1] 0.2945414
> [1] 0.3671455
> [1] 0.2698379
> [1] 0.6036739
> [1] 0.6762776
>  >
> 
> I think I know where the problem is. in the C file, randtoolbox.c, I  
> use the machine time as follows
> void randSetSeed()
> {
>          /* struct timeval {
>                  unsigned long tv_sec; // seconds since Jan. 1, 1970
>                  long tv_usec; // and microseconds  };
>          */
> 
>          struct timeval tv;
> 
>          //take the machine time
>          gettimeofday (&tv, NULL);
> 
>          // [ 2^16 * microsecond ] xor [ second ]
>          seed = ((unsigned long long) tv.tv_usec << 16) ^ tv.tv_sec;
> 
>          isInit = 1;
> }
> and the C function randSetSeed is called. (in the header file, I  
> include <sys/time.h>).
> I think on windows there is no micro second precision and so the  
> "randomize" seed is the same between two consecutive calls.
> 

The same will eventually be true on other machines, when they are fast 
enough to evaluate two calls during the same microsecond.  (I'd guess 
they're already fast enough if you put that loop in C code instead of R 
code.)  But why would this ever happen?  Surely your code doesn't make 
this call for every random number call; like R, it should make it at 
most once per session.

There is a higher resolution counter in Windows (see 
QueryPerformanceCounter) if you really need it, and you may have access 
to the hardware cycle counter if you need even better resolution.  But I 
don't see why you would need these.

Duncan Murdoch

> I try many things to deal with this problem (for example include  
> <windows.h> and use windows specific time function), but it does not  
> work. I'm asking for help on R mailing list because what solve on R  
> for the runif function.
> 
> You could answer me to go to the R source. Of course, I look there my  
> code is based on this code. But in the RNG.c file which implements  
> random number generation. they use line 271-289
> 
> #include <time.h>
> #ifdef HAVE_SYS_TIME_H
> # include <sys/time.h>
> #endif
> 
> static void Randomize(RNGtype kind)
> {
> /* Only called by  GetRNGstate() when there is no .Random.seed */
>      Int32 seed;
> #if HAVE_GETTIMEOFDAY
>    {
>      struct timeval tv;
>      gettimeofday (&tv, NULL);
>      seed = ((uint64_t) tv.tv_usec << 16) ^ tv.tv_sec;
>    }
> #elif HAVE_TIME
>      seed = (Int32) time(NULL);
> #else
>      /* unlikely, but use random contents */
> #endif
>      srand(seed);
> 
>      RNG_Init(kind, seed);
> }
> 
> If I try to use directly the time function on windows rather than  
> gettimeofday (which should not be on windows) but it does not solve  
> the problem.
> 
> I'm wondering how R has solved this issue?
> 
> That's where I'm asking for any help.
> 
> Thanks in advance
> 
> Christophe
> 
> 
> PS : I use in both examples R 2.7.1 first on windows XP, second on mac  
> os leopard.
> 
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