On Friday, July 18, 2014 5:36:11 PM UTC-4, Viral Shah wrote: > > One thing we can do is use SFMT Jump. It's dependencies are not so > straightforward to build, and I am not sure how well supported this is, but > it may be the best way to get parallel streams. > > http://www.math.sci.hiroshima-u.ac.jp/~%20m-mat/MT/SFMT/JUMP/index.html >
That's probably the right approach long-term; I know that R uses an RNG developed by L'Ecuyer [1] that might be easier to implement and would probably be worth including on its own. (For reproducibility of results that depend on this RNG, if nothing else.) If the pmap method I mentioned in an earlier email turns out to be too slow [2], I might look into these other approaches. [1] See section 6 of <https://stat.ethz.ch/R-manual/R-devel/library/parallel/doc/parallel.pdf>, this package is included in R 3.0+ by default. [2] https://groups.google.com/d/msg/julia-users/AydkFR7mJqo/_bu4S2W-x90J
