The tools in setRNG are intended for this kind of problem and I do use
them regularly in much more complicated situations. They help save all
the information, in addition to the seed, that you need for reproducible
simulations. Try
niter <- 3
nchain <- 2
for (i in 1:niter) { # iterations
tmpSeed <- setRNG()
for (j in 1:nchain) { # chains
setRNG(tmpSeed)
a <- runif(1)
cat("iter:", i, "chain:", j, "runif:", a, "\n")
}
}
iter: 1 chain: 1 runif: 0.8160078
iter: 1 chain: 2 runif: 0.8160078
iter: 2 chain: 1 runif: 0.4909793
iter: 2 chain: 2 runif: 0.4909793
iter: 3 chain: 1 runif: 0.4425924
iter: 3 chain: 2 runif: 0.4425924
HTH,
Paul Gilbert
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.
I am able to do only this, since setting seed at the beginning
of chain i.e iteration is not a problem, but I want an upper
scheme, since I compare chains and stop one if some condition is
satisfied.
tmpSeed <- 123
for (i in 1:nchain) { # chains
set.seed(tmpSeed)
for (j in 1:niter) { # iterations
a <- runif(1)
cat("iter:", j, "chain:", i, "runif:", a, "\n")
}
}
iter: 1 chain: 1 runif: 0.28758
iter: 2 chain: 1 runif: 0.7883
iter: 3 chain: 1 runif: 0.40898
iter: 1 chain: 2 runif: 0.28758
iter: 2 chain: 2 runif: 0.7883
iter: 3 chain: 2 runif: 0.40898
iter: 1 chain: 3 runif: 0.28758
iter: 2 chain: 3 runif: 0.7883
iter: 3 chain: 3 runif: 0.40898
I was looking in 'rlecuyer', 'rsprng' and 'setRNG', but did not find
anything usable for me. From reading on http://sprng.cs.fsu.edu/
'rsprng' provides just opposite of what I want, 'rlecuyer' is a bit
to technical for me, but I think it also doesn't give identical
seed for parallels. 'setRNG', especially it's function 'getRNG()'
looks nice but its arguments should have seed stored. How can one
do that?
Thanks in advance!
Lep pozdrav / With regards,
Gregor Gorjanc
----------------------------------------------------------------------
University of Ljubljana
Biotechnical Faculty URI: http://www.bfro.uni-lj.si/MR/ggorjan
Zootechnical Department mail: gregor.gorjanc <at> bfro.uni-lj.si
Groblje 3 tel: +386 (0)1 72 17 861
SI-1230 Domzale fax: +386 (0)1 72 17 888
Slovenia, Europe
----------------------------------------------------------------------
"One must learn by doing the thing; for though you think you know it,
you have no certainty until you try." Sophocles ~ 450 B.C.
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