[R-pkg-devel] Change in normal random numbers between R 3.5.3 and R 3.6.0

[Duncan Murdoch]

On 10/05/2019 8:55 a.m., Martin Maechler wrote:
>>>>>> Ulrike Grömping
>>>>>>      on Fri, 10 May 2019 06:39:39 +0200 writes:
> 
>      > Mark,
>      > I used
> 
>      > if (getRversion()>="3.6.0") RNGkind(sample.kind="Rounding")
> 
>      > And that works. Actually, using rnorm afterwards also
>      > yields the same random numbers.
> 
> Yes, "of course",  'sample.kind' was only introduced into 3.6.0.
> We had always recommended
> 
>     RNGversion("3.5.0")
> 
> possibly wrapped in  suppressWarnings().
> That *does* work in old and new versions of R.
> 
> Note that in R >= 3.6.0 , e.g., inside your if(.) { ** }
> you could also use  set.seed(<n>, sample.kind="Rounding")

That's good advice.  There's a couple of other things I'd add:

  - Be sure to do this only in test code with saved results.  Functions 
should never need to do this, and you really don't want to leave that 
setting in place after an example.

  - At some point in the future (maybe in a year or so), update your 
package to depend on "R (>= 3.6.0)", remove the RNGversion() line and 
update saved test results.

Duncan Murdoch

> 
> Martin
> 
> 
>      > My question arose from the fact that I confused myself about the noLD output I was supposed to reproduce. Therefore, my problem should be entirely explained by Duncan Murdoch's initial explanation: the sample() change does not only lead to different results in discrete sampling but also to different results from random number calls for other functions (like rnorm)
> 
> *IFF* callled after sample() [etc].
> So yes, do call   RNGversion("3.5.0")
> before set.seed() before the first call to sample() / sample.int()
> or functions using those [or 'rwilcox()', see its help in R >= 3.6.0!].
> 
> Martin
> 
> 
>      > Best, Ulrike
> 
>      > Am 10.05.2019 um 04:58 schrieb R. Mark Sharp:
>      >> I was dealing with a similar issue but in the context of getting the same unit test code to work on multiple versions of R in a Travis-CI build. It seems RNGkind(sample.kind="Rounding”) does not work prior to version 3.6 so I resorted to using version dependent construction of the argument list to set.seed() in do.call().
>      >>
>      >> I better solution will be greatly appreciated.
>      >>
>      >> #' Work around for unit tests using sample()
>      >> #'
>      >> #' @param seed argument to \code{set.seed}
>      >> set_seed <- function(seed = 1) {
>      >> version <- as.integer(R.Version()$major) + (as.numeric(R.Version()$minor) / 10.0)
>      >> if (version >= 3.6) {
>      >> args <- list(seed, sample.kind = "Rounding")
>      >> } else {
>      >> args <- list(seed)
>      >> }
>      >> suppressWarnings(do.call(set.seed, args))
>      >> }
>      >>
>      >> Mark
>      >>
>      >> R. Mark Sharp, Ph.D.
>      >> Data Scientist and Biomedical Statistical Consultant
>      >> 7526 Meadow Green St.
>      >> San Antonio, TX 78251
>      >> mobile: 210-218-2868
>      >> rmsharp using me.com
>      >>
>      >>
>      >>
>      >>
>      >>
>      >>
>      >>
>      >>
>      >>
>      >>
>      >>
>      >>> On May 9, 2019, at 12:45 PM, Duncan Murdoch <murdoch.duncan using gmail.com> wrote:
>      >>>
>      >>> On 09/05/2019 12:43 p.m., Ulrike Grömping wrote:
>      >>>> Hmmmh, but does that also apply if the sample.kind has been set to the
>      >>>> old version? I.e., would
>      >>>> if (getRversion()>="3.6.0") RNGkind(sample.kind="Rounding")
>      >>>> val <- 10
>      >>>> set.seed(val)
>      >>>> discard <- sample(1000, 100)
>      >>>> rnorm(36)
>      >>>> produce the same normal random numbers in 3.5.3 and 3.6.0? I would have
>      >>>> expected it to, but it seems to produce the same normal random numbers
>      >>>> as R version 3.6.0 in the previous version of the test code without the
>      >>>> RNGkind call.
>      >>> I'm not seeing that, but I'm not using the exact versions you tested. If I run your code in  "R version 3.5.2 (2018-12-20)" and "R Under development (unstable) (2019-05-02 r76454)" I get this output from both:
>      >>>
>      >>>> if (getRversion()>="3.6.0") RNGkind(sample.kind="Rounding")
>      >>>> val <- 10
>      >>>> set.seed(val)
>      >>>> discard <- sample(1000, 100)
>      >>>> rnorm(36)
>      >>> [1] -0.4006375 -0.3345566  1.3679540  2.1377671  0.5058193  0.7863424 -0.9022119  0.5328970 -0.6458943  0.2909875 -1.2375945
>      >>> [12] -0.4561763 -0.8303227  0.3401156  1.0663764  1.2161258  0.7356907 -0.4812086  0.5627448 -1.2463197  0.3809222 -1.4304273
>      >>> [23] -1.0484455 -0.2185036 -1.4899362  1.1727063 -1.4798270 -0.4303878 -1.0516386  1.5225863  0.5928281 -0.2226615  0.7128943
>      >>> [34]  0.7166008  0.4402419  0.1588306
>      >>>
>      >>> Okay, I just installed 3.6.0, and I get the same values there.  I don't see a Mac binary for 3.5.3, so I can't test that one.
>      >>>
>      >>> Duncan Murdoch
>      >>>
>      >>> ______________________________________________
>      >>> R-package-devel using r-project.org mailing list
>      >>> https://stat.ethz.ch/mailman/listinfo/r-package-devel
> 
> 
>      > --
>      > ##############################################
>      > ## Prof. Ulrike Groemping
>      > ## FB II
>      > ## Beuth University of Applied Sciences Berlin
>      > ##############################################
>      > ## prof.beuth-hochschule.de/groemping
>      > ## Phone: +49(0)30 4504 5127
>      > ## Fax:   +49(0)30 4504 66 5127
>      > ## Home office: +49(0)30 394 04 863
>      > ##############################################
> 
>      > ______________________________________________
>      > R-package-devel using r-project.org mailing list
>      > https://stat.ethz.ch/mailman/listinfo/r-package-devel
>