setSeedTP | R Documentation |
The random number generator (RNG) with multiple independent streams developed by L'Ecuyer et al. (2002) is used for parallel computation of uniform pseudorandom numbers. Package TPmsm makes extensive use of uniform pseudorandom numbers, particularly for the bootstrapping statistical techniques and for the generation of univariate and multivariate pseudorandom data. This function permits saving and restoring the seed of each individual RNG stream.
setSeedTP(x)
x |
either a NULL object or an object of class ‘TPmsmSeed’. |
An object of class ‘TPmsmSeed’ can be obtained by a previous
call to function setSeedTP
, usually setSeedTP(NULL)
or setSeedTP()
.
The object can be saved and used as input on a later call to function setSeedTP
effectively restoring the seed of each individual RNG stream.
An object of class ‘TPmsmSeed’ can be manipulated or defined with arbitrary seeds,
however such procedure is not recommended. It is strongly recommended to input
objects of class ‘TPmsmSeed’ obtained from previous calls to function setSeedTP
.
A seed of choice can be defined by calling function setPackageSeedTP
.
Invisibly returns an object of class ‘TPmsmSeed’. ‘TPmsmSeed’ objects are implemented as a list of RNG stream seeds.
Unlike function setPackageSeedTP
this function doesn't
recreate the RNG streams each time it is called.
Artur Araújo, Javier Roca-Pardiñas and Luís Meira-Machado
Araújo A, Meira-Machado L, Roca-Pardiñas J (2014). TPmsm: Estimation of the Transition Probabilities in 3-State Models. Journal of Statistical Software, 62(4), 1-29. doi: 10.18637/jss.v062.i04
Karl A. T., Eubank R., Milovanovic J., Reiser M., Young D. (2014). Using RngStreams for parallel random number generation in C++ and R. Computational Statistics, 29(5), 1301-1320. doi: 10.1007/s00180-014-0492-3
L'Ecuyer, P. (1999). Good parameters and implementations for combined multiple recursive random number generators. Operations Research, 47(1), 159–-164. doi: 10.1287/opre.47.1.159
L’Ecuyer P., Simard R., Chen E. J., Kelton W. D. (2002). An object-oriented random-number package with many long streams and substreams. Operations Research, 50(6), 1073–-1075. doi: 10.1287/opre.50.6.1073.358
setPackageSeedTP
.
# Set the number of threads nth <- setThreadsTP(2) # Generate bivariate survival data survTP0 <- dgpTP(n=100, corr=1, dist="weibull", dist.par=c(2, 7, 2, 7), model.cens="exponential", cens.par = 6, state2.prob=0.6) # Save seed seed <- setSeedTP() # Generate bivariate survival data survTP1 <- dgpTP(n=100, corr=1, dist="weibull", dist.par=c(2, 7, 2, 7), model.cens="exponential", cens.par = 6, state2.prob=0.6) # The objects should be different all.equal(survTP0, survTP1) # Restore seed setSeedTP(seed) # Generate bivariate survival data survTP2 <- dgpTP(n=100, corr=1, dist="weibull", dist.par=c(2, 7, 2, 7), model.cens="exponential", cens.par = 6, state2.prob=0.6) # Both objects were computed from the same seed and should be equal all.equal(survTP1, survTP2) # Restore the number of threads setThreadsTP(nth)
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