[R] system time - windows specific problem

[Christophe Dutang]

Firstly thank you for answering so quickly. I hope I used the good  
mailing list!

Secondly, I check that I make call to the 'randomize' function.  
anyway, I will look more closely to the R source and also try  
QueryPerformanceCounter.

Thirdly, maybe I will remove time machine for quasi random generation  
and use it only for pseudo random generation as in Rmetric packages.  
(but the problem with the seed still persists).

Thanks again.

Christophe

Le 19 juil. 08 à 12:32, Duncan Murdoch a écrit :

>
> 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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>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
>