SimJoint (version 0.3.12)

exportRandomState: Export Permuted Congruential Generator

Description

Export all the bits needed for seeding Permuted Congruential Generator.

Usage

exportRandomState(seed)

Value

An integer vector of size 4.

Arguments

seed

An integer or an integer vector of size 4 (128 bits). See

<http://www.pcg-random.org/>.

Details

The returned integer vector Value supplies all the bits necessary for determining the state of a pcg64 generator. Value can seed for all functions that need a RNG in this package. It will change after the function call, ready for seeding the pcg64 generator in the next function call.

Examples

# Make a random PMF.
set.seed(456)
val = seq(0, 15, len = 100)
pmf = data.frame(
  val = val, P = dgamma(val, shape = 2, scale = 2) + runif(100) * 0.1)
pmf$P = pmf$P / sum(pmf$P)


completeRandomState = SimJoint::exportRandomState(456)
# `completeRandomState` comprises all the bits of a pcg64
# engine seeded by 456. It is similar to R's `.Random.seed`.
pmfSample1 = SimJoint::LHSpmf(pmf, 1000, completeRandomState)
pmfSample2 = SimJoint::LHSpmf(pmf, 1000, completeRandomState)
pmfSample3 = SimJoint::LHSpmf(pmf, 1000, completeRandomState)
# `completeRandomState` is changed in each run of `LHSpmf()`.


targetCor = rbind(
c(1,   0.3, 0.5),
c(0.3,   1, 0.3),
c(0.5, 0.3,   1))


result = SimJoint::SJpearson(
  X = cbind(sort(pmfSample1), sort(pmfSample2), sort(pmfSample3)),
  cor = targetCor, seed = completeRandomState, errorType = "maxRela")


cor(result$X)