[R-sig-hpc] parallel random numbers: set.seed(i), rsprng, rlecuyer, ??

[Dirk Eddelbuettel]

It is a genuine issue, but it is also taken care of automagically if you use
the snow package.  See ?clusterSetupRNG:

snow-rand                 package:snow                 R Documentation

Uniform Random Number Generation in SNOW Clusters

Description:

     Initialize independent uniform random number streams to be used in
     a SNOW cluster. It uses either the L'Ecuyer's random number
     generator (package rlecuyer required) or the SPRNG generator
     (package rsprng required).

Usage:

     clusterSetupRNG (cl, type = "RNGstream", ...)
     
     clusterSetupRNGstream (cl, seed=rep(12345,6), ...)
     clusterSetupSPRNG (cl, seed = round(2^32 * runif(1)),
                        prngkind = "default", para = 0, ...) 
[...]     


The "if in doubt, try standing on the shoulder of giants" approach ...

-- 
  Regards, Dirk