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

From: Gabor Grothendieck <ggrothendieck_at_gmail.com>
Date: Thu 09 Jun 2005 - 08:26:09 EST

On 6/8/05, Gorjanc Gregor <Gregor.Gorjanc@bfro.uni-lj.si> wrote:
> And a last post from Paul Gilbert.
>
> -----Original Message-----
> From: Paul Gilbert [mailto:pgilbert@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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