[R] [External] Question about behavior of sample.kind in set.seed (R 3.6)

[Tierney, Luke]

Thanks for the report. The sample.kind argument was not being passed
on to the .Internal. This is now fixed in R-devel and the R 3.6.0
branch.

Best,

luke

On Fri, 12 Apr 2019, Elizabeth Purdom wrote:

> Hello,
>
> I am trying to update a package for the upcoming release of R, and my unit tests are affected by the change in the sample. I understand that to reproduce the old sampling, I need to set sample.kind=“Rounding” in RNGkind or set.seed. But I am confused by the behavior of the sample.kind argument in set.seed, as it doesn’t seem to change my results.
>
> In particular, I was trying to understand what happens if you make a call to set.seed within a function to the global environment. So I set up a test as follows:
>
> ###Test set.seed
> f<-function(n,sample.kind){   #="Rounding" or "Rejection"
> 	cat("RNG at beginning\n")
> 	print(RNGkind())
> 	# RNGkind(sample.kind=sample.kind)
> 	# cat("RNG at after set\n")
> 	# print(RNGkind())
> 	set.seed(23,sample.kind=sample.kind)
> 	cat("RNG at after set seed\n")
> 	print(RNGkind())
> 	sample(1:400000,size=n,replace=TRUE)
> }
>
> RNGkind(sample.kind="Rejection”)
> print(RNGkind())
> n<-1000000
> y<-f(n,"Rounding”)
> print(RNGkind())
> y2<-f(n,"Rejection”)
> print(RNGkind())
> all(y==y2)
>
> However, it didn’t do anything:
>> RNGkind(sample.kind="Rejection")
>> print(RNGkind())
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
>> n<-1000000
>> y<-f(n,"Rounding")
> RNG at beginning
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
> RNG at after set seed
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
> Warning message:
> In set.seed(23, sample.kind = sample.kind) :
> non-uniform 'Rounding' sampler used
>> print(RNGkind())
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
>> y2<-f(n,"Rejection")
> RNG at beginning
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
> RNG at after set seed
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
>> print(RNGkind())
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
>> all(y==y2)
> [1] TRUE
>
> If I run the same test with calls to RNGkind, however, it does change the method (and I discovered in answer to my question, it appears to change the global method, which is an unfortunate fact for what I am trying to do).
>
> ###Test RNGkind
> f<-function(n,sample.kind){   #="Rounding" or "Rejection"
> 	cat("RNG at beginning\n")
> 	print(RNGkind())
> 	RNGkind(sample.kind=sample.kind)
> 	cat("RNG at after set\n")
> 	print(RNGkind())
> 	set.seed(23)
> 	cat("RNG at after set seed\n")
> 	print(RNGkind())
> 	sample(1:400000,size=n,replace=TRUE)
> }
>
> RNGkind(sample.kind="Rejection”)
> print(RNGkind())
> n<-1000000
> y<-f(n,"Rounding”)
> print(RNGkind())
> y2<-f(n,"Rejection”)
> print(RNGkind())
> all(y==y2)
>
>> RNGkind(sample.kind="Rejection")
>> print(RNGkind())
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
>> n<-1000000
>> y<-f(n,"Rounding")
> RNG at beginning
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
> RNG at after set
> [1] "Mersenne-Twister" "Inversion"        "Rounding"
> RNG at after set seed
> [1] "Mersenne-Twister" "Inversion"        "Rounding"
> Warning message:
> In RNGkind(sample.kind = sample.kind) : non-uniform 'Rounding' sampler used
>> print(RNGkind())
> [1] "Mersenne-Twister" "Inversion"        "Rounding"
>> y2<-f(n,"Rejection")
> RNG at beginning
> [1] "Mersenne-Twister" "Inversion"        "Rounding"
> RNG at after set
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
> RNG at after set seed
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
>> print(RNGkind())
> [1] "Mersenne-Twister" "Inversion"        "Rejection"
>> all(y==y2)
> [1] FALSE
>
> So clearly I should use RNGkind to change it, but what is the argument actually doing in set.seed?
>
> Thanks,
> Elizabeth Purdom
>
>> sessionInfo()
> R version 3.6.0 alpha (2019-04-09 r76363)
> Platform: x86_64-apple-darwin15.6.0 (64-bit)
> Running under: OS X El Capitan 10.11.6
>
> Matrix products: default
> BLAS:   /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRblas.0.dylib
> LAPACK: /Library/Frameworks/R.framework/Versions/3.6/Resources/lib/libRlapack.dylib
>
> locale:
> [1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8
>
> attached base packages:
> [1] stats     graphics  grDevices utils     datasets  methods   base
>
> loaded via a namespace (and not attached):
> [1] BiocManager_1.30.4 compiler_3.6.0     tools_3.6.0
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>

-- 
Luke Tierney
Ralph E. Wareham Professor of Mathematical Sciences
University of Iowa                  Phone:             319-335-3386
Department of Statistics and        Fax:               319-335-3017
    Actuarial Science
241 Schaeffer Hall                  email:   luke-tierney using uiowa.edu
Iowa City, IA 52242                 WWW:  http://www.stat.uiowa.edu