Firstly thank you for answering so quickly. I hope I used the good
mailing list!
Secondly, I check that I make call to the 'randomize' function.
anyway, I will look more closely to the R source and also try
QueryPerformanceCounter.
Thirdly, maybe I will remove time machine for quasi random generation
and use it only for pseudo random generation as in Rmetric packages.
(but the problem with the seed still persists).
Thanks again.
Christophe
Le 19 juil. 08 à 12:32, Duncan Murdoch a écrit :
On 18/07/2008 5:26 PM, Christophe Dutang wrote:
Hi all,
I'm currently implementing quasi random generation (torus) on R
(package randtoolbox available on CRAN). Even if it is not a great
idea, I decided to use the machine time to initiate the seed. So
when the seed is not specified by the user, the pkg uses the time
machine time.
Hence the following R code should produce different uniform
variates :
> for(i in 1:10)print(torus(1))
But on windows, I get :
> library(randtoolbox)
> for(i in 1:10)print(torus(1))
[1] 0.1313116
[1] 0.1313116
[1] 0.1313116
[1] 0.1313116
[1] 0.1313116
[1] 0.1313116
[1] 0.1313116
[1] 0.1313116
[1] 0.1313116
[1] 0.1313116
>
while on mac os, we get :
> library(randtoolbox)
> for(i in 1:10)print(torus(1))
[1] 0.9730577
[1] 0.9124289
[1] 0.5123534
[1] 0.4640765
[1] 0.9367557
[1] 0.2945414
[1] 0.3671455
[1] 0.2698379
[1] 0.6036739
[1] 0.6762776
>
I think I know where the problem is. in the C file, randtoolbox.c,
I use the machine time as follows
void randSetSeed()
{
/* struct timeval {
unsigned long tv_sec; // seconds since Jan. 1, 1970
long tv_usec; // and microseconds };
*/
struct timeval tv;
//take the machine time
gettimeofday (&tv, NULL);
// [ 2^16 * microsecond ] xor [ second ]
seed = ((unsigned long long) tv.tv_usec << 16) ^ tv.tv_sec;
isInit = 1;
}
and the C function randSetSeed is called. (in the header file, I
include <sys/time.h>).
I think on windows there is no micro second precision and so the
"randomize" seed is the same between two consecutive calls.
The same will eventually be true on other machines, when they are
fast enough to evaluate two calls during the same microsecond. (I'd
guess they're already fast enough if you put that loop in C code
instead of R code.) But why would this ever happen? Surely your
code doesn't make this call for every random number call; like R, it
should make it at most once per session.
There is a higher resolution counter in Windows (see
QueryPerformanceCounter) if you really need it, and you may have
access to the hardware cycle counter if you need even better
resolution. But I don't see why you would need these.
Duncan Murdoch
I try many things to deal with this problem (for example include
<windows.h> and use windows specific time function), but it does
not work. I'm asking for help on R mailing list because what solve
on R for the runif function.
You could answer me to go to the R source. Of course, I look there
my code is based on this code. But in the RNG.c file which
implements random number generation. they use line 271-289
#include <time.h>
#ifdef HAVE_SYS_TIME_H
# include <sys/time.h>
#endif
static void Randomize(RNGtype kind)
{
/* Only called by GetRNGstate() when there is no .Random.seed */
Int32 seed;
#if HAVE_GETTIMEOFDAY
{
struct timeval tv;
gettimeofday (&tv, NULL);
seed = ((uint64_t) tv.tv_usec << 16) ^ tv.tv_sec;
}
#elif HAVE_TIME
seed = (Int32) time(NULL);
#else
/* unlikely, but use random contents */
#endif
srand(seed);
RNG_Init(kind, seed);
}
If I try to use directly the time function on windows rather than
gettimeofday (which should not be on windows) but it does not
solve the problem.
I'm wondering how R has solved this issue?
That's where I'm asking for any help.
Thanks in advance
Christophe
PS : I use in both examples R 2.7.1 first on windows XP, second on
mac os leopard.
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