Get initial values for parallel RNGs

On a multi-processor system, you may wish to run parallel chains using multiple jags.model objects, each running a single chain on a separate processor. This function returns a list of values that may be used to initialize the random number generator of each chain.

parallel.seeds(factory, nchain)

Arguments

factory

Name of the RNG factory to use.

nchain

Number of chains for which to initialize RNGs.

Value

parallel.seeds returns a list of RNG states. Each element is a list of length 2 with the following elements:

.RNG.name

The name of the RNG

.RNG.state

An integer vector giving the state of the RNG.

Note

It is not yet possible to make the results of parallel.seeds reproducible. This will be fixed in a future version of JAGS.

Author

Martyn Plummer

See also

jags.model, section “Random number generators”, for further details on RNG initialization; list.factories to find the names of available RNG factories.

Examples

##The BaseRNG factory generates up to four distinct types of RNG. If
##more than 4 chains are requested, it will recycle the RNG types, but
##use different initial values
parallel.seeds("base::BaseRNG", 3)
#> [[1]]
#> [[1]]$.RNG.name
#> [1] "base::Wichmann-Hill"
#> 
#> [[1]]$.RNG.state
#> [1] 13750 11245  4052
#> 
#> 
#> [[2]]
#> [[2]]$.RNG.name
#> [1] "base::Marsaglia-Multicarry"
#> 
#> [[2]]$.RNG.state
#> [1]  458752115 1133147935
#> 
#> 
#> [[3]]
#> [[3]]$.RNG.name
#> [1] "base::Super-Duper"
#> 
#> [[3]]$.RNG.state
#> [1]   -1695665 -652909089
#> 
#> 

## The lecuyer module provides the RngStream factory, which allows large
## numbers of independent parallel RNGs to be generated. 
load.module("lecuyer")
#> module lecuyer loaded
list.factories(type="rng")
#>              factory status
#> 1 lecuyer::RngStream   TRUE
#> 2      base::BaseRNG   TRUE
parallel.seeds("lecuyer::RngStream", 5);
#> [[1]]
#> [[1]]$.RNG.name
#> [1] "lecuyer::RngStream"
#> 
#> [[1]]$.RNG.state
#> [1] -713003263 1572853575 1006450429 1988463523 -910586183  144709055
#> 
#> 
#> [[2]]
#> [[2]]$.RNG.name
#> [1] "lecuyer::RngStream"
#> 
#> [[2]]$.RNG.state
#> [1] -2048126357  1860181565   853387892 -1163871536  -512428687 -1467926510
#> 
#> 
#> [[3]]
#> [[3]]$.RNG.name
#> [1] "lecuyer::RngStream"
#> 
#> [[3]]$.RNG.state
#> [1] -402706131  916035018 1577164627 -379450383 2013136851  271862711
#> 
#> 
#> [[4]]
#> [[4]]$.RNG.name
#> [1] "lecuyer::RngStream"
#> 
#> [[4]]$.RNG.state
#> [1]   421387743 -1062957133  -976096765   996706848 -1532124455  1867996631
#> 
#> 
#> [[5]]
#> [[5]]$.RNG.name
#> [1] "lecuyer::RngStream"
#> 
#> [[5]]$.RNG.state
#> [1]   728386752  -582948890  -530853419  -499903599 -1071670872  -467824802
#> 
#>