doRNG (version 1.7.1)

doRNG-package: Generic Reproducible Parallel Backend for foreach Loops

Description

The doRNG package provides functions to perform reproducible parallel foreach loops, using independent random streams as generated by L'Ecuyer's combined multiple-recursive generator [L'Ecuyer (1999)]. It enables to easily convert standard independently of the number of workers, the task scheduling strategy, or the chosen parallel environment and associated foreach backend. It has been tested with the following foreach backend: doMC, doSNOW, doMPI.

References

L'Ecuyer P (1999). <U+201C>Good parameters and implementations for combined multiple recursive random number generators.<U+201D> _Operations Research_, *47*(1). doi: 10.1287/opre.47.1.159 (URL: http://doi.org/10.1287/opre.47.1.159).

See Also

doRNG, RNGseq

Examples

# NOT RUN {

# register parallel backend
library(doParallel)
cl <- makeCluster(2)
registerDoParallel(cl)

## standard %dopar% loop are not reproducible
set.seed(123)
r1 <- foreach(i=1:4) %dopar%{ runif(1) }
set.seed(123)
r2 <- foreach(i=1:4) %dopar%{ runif(1) }
identical(r1, r2)
# }
# NOT RUN {
## %dorng% loops _are_ reproducible
set.seed(123)
r1 <- foreach(i=1:4) %dorng%{ runif(1) }
set.seed(123)
r2 <- foreach(i=1:4) %dorng%{ runif(1) }
identical(r1, r2)
# }
# NOT RUN {
# alternative way of seeding 
a1 <- foreach(i=1:4, .options.RNG=123) %dorng%{ runif(1) }
a2 <- foreach(i=1:4, .options.RNG=123) %dorng%{ runif(1) }
identical(a1, a2) && identical(a1, r1)
# }
# NOT RUN {
## sequences of %dorng% loops _are_ reproducible
set.seed(123)
s1 <- foreach(i=1:4) %dorng%{ runif(1) }
s2 <- foreach(i=1:4) %dorng%{ runif(1) }
identical(s1, r1) && !identical(s1, s2)
# }
# NOT RUN {
set.seed(123)
s1.2 <- foreach(i=1:4) %dorng%{ runif(1) }
s2.2 <- foreach(i=1:4) %dorng%{ runif(1) }
identical(s1, s1.2) && identical(s2, s2.2)
# }
# NOT RUN {
 
## Non-invasive way of converting %dopar% loops into reproducible loops
registerDoRNG(123)
s3 <- foreach(i=1:4) %dopar%{ runif(1) }
s4 <- foreach(i=1:4) %dopar%{ runif(1) }
identical(s3, s1) && identical(s4, s2)
# }
# NOT RUN {
stopCluster(cl) 

# }