rxbeta: Simulate beta variable from threefry generator

In RxODE: Facilities for Simulating from ODE-Based Models

Simulate beta variable from threefry generator

Description

Care should be taken with this method not to encounter the birthday problem, described https://www.johndcook.com/blog/2016/01/29/random-number-generator-seed-mistakes/. Since the sitmo threefry, this currently generates one random deviate from the uniform distribution to seed the engine threefry and then run the code.

Usage

rxbeta(shape1, shape2, n = 1L, ncores = 1L)

Arguments

shape1	non-negative parameters of the Beta distribution.
shape2	non-negative parameters of the Beta distribution.
n	number of observations. If length(n) > 1, the length is taken to be the number required.
ncores	Number of cores for the simulation rxnorm simulates using the threefry sitmo generator; rxnormV uses the vandercorput generator

Details

Therefore, a simple call to the random number generated followed by a second call to random number generated may have identical seeds. As the number of random number generator calls are increased the probability that the birthday problem will increase.

The key to avoid this problem is to either run all simulations in the RxODE environment once (therefore one seed or series of seeds for the whole simulation), pre-generate all random variables used for the simulation, or seed the RxODE engine with rxSetSeed()

Also care should be made that the computer you will be running on can run the same number of cores as you are running so they can reproduce your results.

Value

beta random deviates

Examples

## Use threefry engine

rxbeta(0.5, 0.5, n = 10) # with rxbeta you have to explicitly state n
rxbeta(5, 1, n = 10, ncores = 2) # You can parallelize the simulation using openMP

rxbeta(1, 3)


## This example uses `rxbeta` directly in the model

rx <- RxODE({
  a <- rxbeta(2, 2)
})

et <- et(1, id = 1:2)

s <- rxSolve(rx, et)

RxODE documentation built on March 23, 2022, 9:06 a.m.