From: Gorjanc Gregor <Gregor.Gorjanc_at_bfro.uni-lj.si>

Date: Wed 08 Jun 2005 - 23:27:00 EST

University of Ljubljana

"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.

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 Jun 08 23:31:43 2005

Date: Wed 08 Jun 2005 - 23:27:00 EST

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:

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")
}

*}
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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 888Slovenia, 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.

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 Jun 08 23:31:43 2005

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