FW: [R] Random seed problem in MCMC coupling of chains

Gabor Grothendieck ggrothendieck at gmail.com
Thu Jun 9 00:26:09 CEST 2005


On 6/8/05, Gorjanc Gregor <Gregor.Gorjanc at bfro.uni-lj.si> wrote:
> And a last post from Paul Gilbert. 
> 
> -----Original Message-----
> From: Paul Gilbert [mailto:pgilbert at bank-banque-canada.ca]
> 
> In your example it is important that you generate the same number of
> random numbers in each pass through the chain. If that is not the case
> then even with the setRNG utilities there is a subtle change that you
> are introducing.
> 

Note that this is actually one of the advantages of the last solution
I posted, namely the one with the chain list.  It maintains the flow
along each chain even if different chains use different number of calls
to the random number generator.




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