[R-sig-hpc] rsprng

[Ross Boylan]

The R project wiki sounds like a great place.  Thanks for the
suggestion.

On Tue, 2009-05-19 at 20:55 -0500, Dirk Eddelbuettel wrote:
> | P.S. My latest discovery is that set.seed is a no-op after you've
> | initialized rsprng's generator.
> 
> Yes, wasn't that the point of (r)sprng ?
It did happen to be the behavior I was looking for.  But R framework for
user random number generators provides hooks by which they can intercept
calls to set.seed (among other things).

Also, before I looked at the code I thought rsprng might be operating
completely outside of the usual R RNG framework, so that only explicit
calls to the rsprng interface would get sprng random numbers.  It is
certainly more convenient for the replacement to be fairly pervasive.

It seems a bit of a problem to me that the current approach is a mix of
the two cases.  On the one hand, rsprng could be a drop-in replacement
for R's random numbers, in which case set.seed would work, as would the
standard commands for getting and setting state of the stream.
Admittedly, the semantics of set.seed in a parallel RNG are murky; maybe
it should just throw an error.

On the other hand, it could be completely independent, accessible only
by its own specialized calls while the standard R RNG's proceeded
obliviously.

My attempt to use set.seed was based on a guess that this second model
(rsprng completely separate) was what was going on.