On 6/8/2005 9:27 AM, Gorjanc Gregor wrote:
Hello!
I am performing coupling of chains in MCMC and I need the same value
of seed for two chains. I will show demo of what I want:
R code, which might show my example is:
niter <- 3
nchain <- 2
tmpSeed <- 123
for (i in 1:niter) { # iterations
for (j in 1:nchain) { # chains
set.seed(tmpSeed)
a <- runif(1)
cat("iter:", i, "chain:", j, "runif:", a, "\n")
tmpSeed <- .Random.seed
}
}
I get this:
iter: 1 chain: 1 runif: 0.43588
iter: 1 chain: 2 runif: 0.43588
iter: 2 chain: 1 runif: 0.43588
iter: 2 chain: 2 runif: 0.43588
iter: 3 chain: 1 runif: 0.43588
iter: 3 chain: 2 runif: 0.43588
but I would like to get:
iter: 1 chain: 1 runif: 0.43588
iter: 1 chain: 2 runif: 0.43588
iter: 2 chain: 1 runif: 0.67676
iter: 2 chain: 2 runif: 0.67676
iter: 3 chain: 1 runif: 0.12368
iter: 3 chain: 2 runif: 0.12368
Note that seed value is of course changing, but it is parallel
between chains.
set.seed takes an integer, but .Random.seed is a complicated vector.
You need to play with .Random.seed directly, and move your setting of
tmpSeed out of the inner loop, i.e.
> niter <- 3
> nchain <- 2
> set.seed(123)
> tmpSeed <- .Random.seed
> for (i in 1:niter) { # iterations
+ for (j in 1:nchain) { # chains
+ .Random.seed <- tmpSeed
+ a <- runif(1)
+ cat("iter:", i, "chain:", j, "runif:", a, "\n")
+ }
+ tmpSeed <- .Random.seed
+ }
iter: 1 chain: 1 runif: 0.2875775
iter: 1 chain: 2 runif: 0.2875775
iter: 2 chain: 1 runif: 0.7883051
iter: 2 chain: 2 runif: 0.7883051
iter: 3 chain: 1 runif: 0.4089769
iter: 3 chain: 2 runif: 0.4089769
However, heed the warnings in ?set.seed: with some generators
.Random.seed *does not* contain the full state of the RNG. As far as I
know there is no way to obtain the full state.
Duncan Murdoch
______________________________________________
[email protected] mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
