Re: [boost] [Random] reproducing numbers generated by R.

Subject: Re: [boost] [Random] reproducing numbers generated by R.
From: Ronan Trépos (Ronan.Trepos_at_[hidden])
Date: 2010-08-06 11:10:41

Le 05/08/2010 22:32, Steven Watanabe a écrit :
> AMDG
>
> Ronan Trépos wrote:
>> For validity concerns, I'm trying to reproduce pseudo random numbers 
>> generated by the sofware R with boost::random library.
>> The R default number generator is the Mersenne-Twister with period 
>> 2^19937 -1 .
>>
>> 1. In R I tried :
>>
>> > set.seed(13)
>> > runif(1)
>>
>> 0.7103224
>>
>> 2. With boost I tried :
>>
>> boost::mt19937 rng(13);
>> boost::uniform_01<boost::mt19937> zeroone(rng);
>> std::cout << zeroone() << std::endl;
>>
>> 0.777702
>>
>> Has someone already experienced that ? Is it possible to reproduce 
>> the same numbers ?
>> Maybe the mismatch comes from the fact that generated integers are 
>> translated into [0;1)..
>
> I don't think so. I think the difference is that R uses its own
> seeding algorithm.

Ok, thank you. I think I will give up.

In R, concerning the MT generator, it is said :
"The ‘seed’ is a 624-dimensional set of 32-bit integers plus a current 
position in that set."
I understand that the 'seed' is actually the MT state.
Calling set.seed in R creates the .Random.seed object which is a 
626-dimensional set.
(however I did not find what is the seeding algorithm used in set.seed).
I think that the 624 last integers are the MT state and that the 2nd 
integer should be the current position in that set.

In boost, I tried to construct the MT directly with the 
mersenne-twister(It& first, It last) constructor where It is
an iterator on an integer vector containing .Random.seed values. I 
presume this constructor can be used to directly inititialise the MT 
state. Am I right ?

However, this process did not work neither.

Best regards,
Ronan Trépos

> In Christ,
> Steven Watanabe
>
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Trépos Ronan
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