tests/test-parallel-qmc.R

In randtoolbox: Toolbox for Pseudo and Quasi Random Number Generation and Random Generator Tests

if(FALSE)
{
  library(randtoolbox)
  library(parallel)
  
  #init can be used to continue the sequence
  halton(1, init=TRUE)
  halton(10, init=FALSE)
  #should be the same
  halton(11, init=TRUE)
  
  #init can be used to continue the sequence
  sobol(1, init=TRUE)
  sobol(10, init=FALSE)
  #should be the same
  sobol(11, init=TRUE)
  
  
  sobol(1:10, scramb=3, init=TRUE, seed=4711) 
  sobol(1:10, scramb=3, init=TRUE, seed=6523) 
  
  
  
  if (.Platform$OS.type == "windows")
  {
    parallel <- "snow"
    type <- "PSOCK"
  }else
  {
    parallel <- "multicore" 
    type <- "FORK"
  }
  
  
  
  func <- function(i, n)
  {
    u <- sobol(n, scramb=3, init=TRUE, seed=4711*i)
    c(quantile(u), mean=mean(u), var=var(u))
  }
  
  clus <- parallel::makeCluster(2, type = type)
  parallel::clusterEvalQ(clus, library(randtoolbox))
  res <- parallel::parSapply(clus, 1:2, func, n=1e4)
  parallel::stopCluster(clus)
  
  res
}