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Allow registering as user-supplied RNG (#67)
* Change RNG initialization The actual RNG is only seeded in init() instead of (re)created. This allows for calling dqset.seed(NULL) w/o resetting the RNG to the default type. * Register RNG as user-defined if option dqrng.register_methods is set The RNG gets initialized by R via user_unif_init() making it unnecessary to call dqset_seed(NULL). * Unscramble the seed from R This way set.seed(<num>) and dqset.seed(<num>) give the same result. It is the task of the RNG to initialize its state in a sensible manner. * Save and restore previous state of RNGkid * New methods register_methods() and restore_methods() for registering the RNG
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,79 @@ | ||
| state <- new.env(parent = emptyenv()) | ||
| state$RNGkind <- rep.int("default", 3) | ||
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| #' @title Registering as user-supplied RNG | ||
| #' | ||
| #' @description The random-number generators (RNG) from this package can be | ||
| #' registered as user-supplied RNG. This way all \code{r<dist>} functions make | ||
| #' use of the provided fast RNGs. | ||
| #' | ||
| #' @param kind Which methods should be registered? Either \code{"both"} or \code{"rng"}. | ||
| #' | ||
| #' @return Invisibly returns a three-element character vector of the RNG, normal | ||
| #' and sample kinds \emph{before} the call. | ||
| #' | ||
| #' @details Caveats: | ||
| #' \itemize{ | ||
| #' \item While \code{runif} and \code{dqrunif} as well as \code{rnorm} and | ||
| #' \code{dqrnorm} will produce the same results, this is not the case for | ||
| #' \code{rexp} and \code{dqrexp}. | ||
| #' \item The \code{dqr<dist>} functions are still faster than \code{r<dist>} | ||
| #' when many random numbers are generated. | ||
| #' \item You can use only the RNG from this package using | ||
| #' \code{register_method("rng")} or both the RNG and the Ziggurat method | ||
| #' for normal draws with \code{register_method("both")}. The latter | ||
| #' approach is used by default. Using only the Ziggurat method will give | ||
| #' \emph{undefined} behavior and is not supported! | ||
| #' \item Calling \code{dqset.seed(NULL)} re-initializes the RNG from R's RNG. | ||
| #' This no longer makes sense when the RNG has been registered as user-supplied | ||
| #' RNG. In that case \code{set.seed{NULL}} needs to be used. | ||
| #' \item With R's in-build RNGs one can get access to the internal state using | ||
| #' \code{.Random.seed}. This is not possible here, since the internal state | ||
| #' is a private member of the used C++ classes. | ||
| #' } | ||
| #' | ||
| #' You can automatically register these methods when loading this package by | ||
| #' setting the option \code{dqrng.register_methods} to \code{TRUE}, e.g. | ||
| #' with \code{options(dqrng.register_methods=TRUE)}. | ||
| #' | ||
| #' Notes on seeding: | ||
| #' \itemize{ | ||
| #' \item When a user-supplied RNG is registered, it is also seeded from the | ||
| #' previously used RNG. You will therefore get reproducible (but different) | ||
| #' whether you call \code{set.seed()} before or after \code{register_methods()}. | ||
| #' \item When called with a single integer as argument, both \code{set.seed()} | ||
| #' and \code{dqset.seed()} have the same effect. However, \code{dqset.seed()} | ||
| #' allows you to call it with two integers thereby supplying 64 bits of | ||
| #' initial state instead of just 32 bits. | ||
| #' } | ||
| #' @seealso \code{\link{RNGkind}} and \code{\link{Random.user}} | ||
| #' | ||
| #' @examples | ||
| #' register_methods() | ||
| #' # set.seed and dqset.seed influence both (dq)runif and (dq)rnorm | ||
| #' set.seed(4711); runif(5) | ||
| #' set.seed(4711); dqrunif(5) | ||
| #' dqset.seed(4711); rnorm(5) | ||
| #' dqset.seed(4711); dqrnorm(5) | ||
| #' # similarly for other r<dist> functions | ||
| #' set.seed(4711); rt(5, 10) | ||
| #' dqset.seed(4711); rt(5, 10) | ||
| #' # but (dq)rexp give different results | ||
| #' set.seed(4711); rexp(5, 10) | ||
| #' set.seed(4711); dqrexp(5, 10) | ||
| #' restore_methods() | ||
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| #' @rdname user-supplied-rng | ||
| #' @export | ||
| register_methods <- function(kind = c("both", "rng")) { | ||
| kind <- match.arg(kind) | ||
| switch(kind, | ||
| both = state$RNGkind <- RNGkind("user", "user"), | ||
| rng = state$RNGkind <- RNGkind("user")) | ||
| } | ||
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| #' @rdname user-supplied-rng | ||
| #' @export | ||
| restore_methods <- function() { | ||
| RNGkind(state$RNGkind[1], state$RNGkind[2], state$RNGkind[3]) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,7 +1,16 @@ | ||
| .onLoad <- function(libname, pkgname) { | ||
| if (!exists(".Random.seed", mode="numeric", envir=globalenv())) | ||
| set.seed(NULL) | ||
| original_seed <- get(".Random.seed", mode="numeric", envir=globalenv()) | ||
| on.exit(assign(".Random.seed", original_seed, envir=globalenv())) | ||
| dqset_seed(seed = NULL, stream = NULL) | ||
| if (getOption("dqrng.register_methods", FALSE)) | ||
| register_methods() | ||
| else { | ||
| if (!exists(".Random.seed", mode="numeric", envir=globalenv())) | ||
| set.seed(NULL) | ||
| original_seed <- get(".Random.seed", mode="numeric", envir=globalenv()) | ||
| on.exit(assign(".Random.seed", original_seed, envir=globalenv())) | ||
| dqset_seed(seed = NULL, stream = NULL) | ||
| } | ||
| } | ||
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| .onUnload <- function(libpath) { | ||
| if (getOption("dqrng.register_methods", FALSE)) | ||
| restore_methods() | ||
| } |
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