[R] Can simulation involving random number generation be segmented?

From: Dr L. Y Hin <lyhin_at_netvigator.com>
Date: Wed 25 May 2005 - 21:09:00 EST


Dear all,
Apologies for this pedantic question that only arise when there is hardware limitation.
Setting: R 2.1.0 for windows xp sp2.
Scenario:
To generate 1000 samples using rnorm for a simulation activity. Background:
The simulation activity requires so much memory resources that generating 200 samples
clogs up the PF usage as indicated in the Windows Task Manager. Therefore, short of implementing the simulation on a computer with more resources,
the alternative is to generate the 1000 samples in 5 separate runs, each generating 200 samples, closing the R window and re-opening between runs.
Question to be addressed:
To maintain consistency and ensure reproducibility of the simulation results, the 1000 samples
generated in one single run should be indentical to the 5x200 samples generated on 5 separate
runs.
While such consistency can be ensured using set.seed() in the case of one single run, in the case
where 5 separate runs are performed, can we do the following to ensure identical samples being
generated?

1. In the first run, specify the seed by, say, set.seed(1)

2. At the end of the first run, store the .Random.seed by the following manner:
saved.seed.1<-.Random.seed

3. At the beginning of the second run, assign the saved.seed.1 to
.Random.seed as follows:
.Random.seed<-saved.seed.1

4. At the end of the first run, store the new .Random.seed by the following manner:
saved.seed.2<-.Random.seed

5. At the beginning of the second run, assign the saved.seed.2 to
.Random.seed as follows:
.Random.seed<-saved.seed.2

This is repeated until 5 runs are completed.

Will the paths of random number generation be identical in these two approaches? If not, is there
a way to ensure this?

Apologies again for this long-winded inquiry.

Thank you.
Best
Lin



R-help@stat.math.ethz.ch mailing list

https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Wed May 25 22:33:27 2005

This archive was generated by hypermail 2.1.8 : Fri 03 Mar 2006 - 03:32:05 EST