[R] How to construct a valid seed for l'Ecuyer's method with given .Random.seed?

Marius Hofert marius.hofert at math.ethz.ch
Wed Jan 23 01:53:26 CET 2013


Dear expeRts,

I struggle with the following problem using snow clusters for parallel computing: I would like to specify l'Ecuyer's random number generator. Base R creates a .Random.seed of length 7, the first value indicating the kind fo random number generator. I would thus like to use the components 2 to 7 as the seed for l'Ecuyer's random number generator.

By doing so, I receive (see the minimal example below):

,----
| > Loading required package: Rmpi
| Loading required package: grDevices
| Loading required package: grDevices
| Loading required package: grDevices
| Loading required package: grDevices
| 	4 slaves are spawned successfully. 0 failed.
| Loading required package: rlecuyer
| Error in .lec.SetPackageSeed(seed) (from #11) :
|   Seed[0] >= -930997252, Seed is not set.
`----

What's the problem? How can I construct a valid seed for l'Ecuyer's rng with
just the information in .Random.seed?

Thanks & Cheers,

Marius


Here is the minimal example:

require(doSNOW)
require(foreach)

doForeach <- function(n, seed=1, type="MPI")
{
    ## create cluster object
    cl <- snow::makeCluster(parallel::detectCores(), type=type)
    on.exit(snow::stopCluster(cl)) ## shut down cluster and terminate execution environment
    registerDoSNOW(cl) ## register the cluster object with foreach

    ## seed
    if(seed=="L'Ecuyer-CMRG") {
        if(!exists(".Random.seed")) stop(".Random.seed does not exist - in l'Ecuyer setting")
        .t <- snow::clusterSetupRNG(cl, seed=.Random.seed[2:7]) # => fails!
    }

    ## actual work
    foreach(i=seq_len(n)) %dopar% {
        runif(1)
    }
}

## "standard" (base) way of specifying l'Ecuyer
RNGkind("L'Ecuyer-CMRG") # => .Random.seed is of length 7
res <- doForeach(10, seed="L'Ecuyer-CMRG")



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