RxODE (version 1.0.4)

rxgamma: Simulate gamma 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

rxgamma(shape, rate = 1/scale, scale = 1, n = 1L, ncores = 1L)

Arguments

shape

shape and scale parameters. Must be positive, scale strictly.

rate

an alternative way to specify the scale.

scale

shape and scale parameters. Must be positive, scale strictly.

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

Value

gamma random deviates

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 run all simulations in the RxODE environment once (therefore one seed or series of seeds for the whole simulation) or to pre-generate all random variables used for the simulation.

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.

Examples

# NOT RUN {
## Use threefry engine

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

rxgamma(1)


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

rx <- RxODE({
  a = rxgamma(2)
})

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

s <- rxSolve(rx,et)

# }