[Rcpp-devel] Difference between runif and unif_rand?

2013-07-12 Thread Neal Fultz 
I've been updating the C in an r package to use Rcpp and started seeing 
so odd results from a function that samples from a discrete
distribution.

I think I've narrowed it down to the sugar runif. The two programs below
are identical except f_works uses unif_rand and f_broke goes through runif. 

---

library(Rcpp)

cppFunction('
int f_works(NumericVector p) {

  int i = 0;

  double u = unif_rand();

  do { u -= p[i++]; } while(u   0);

  return i;
}
')


cppFunction('
int f_broke(NumericVector p) {

  int i = 0;
  
  double u = Rcpp::runif(1)[0];
  
  do { u -= p[i++]; } while(u   0);
  
  return i;
}
')

---

When I run f_broke, sometimes there is a number that doesn't belong:

Rp - 1:4 / 10;
Rtable(replicate(1, f_works(p)))

   1234 
 961 2045 2984 4010 

Rtable(replicate(1, f_broke(p)))

0.427225098479539 0.458629200235009 0.687304416438565 0.735608365153894 
0.978602966060862 
1 1 1 1 
1 

1 2 3 4  
 1053  2010  3021  3911  


I'm pretty stumped about why I consistently see odd numbers every couple
thousand draws, becuase runif just wraps unif_rand anyway. My
functions are declared as int, so it should be impossible to
return a double. 

What is happening here that I don't get?

Thanks much,

Neal




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Re: [Rcpp-devel] Difference between runif and unif_rand?

2013-07-12 Thread Dirk Eddelbuettel 

On 12 July 2013 at 12:28, Neal Fultz wrote:
| I've been updating the C in an r package to use Rcpp and started seeing 
| so odd results from a function that samples from a discrete
| distribution.
| 
| I think I've narrowed it down to the sugar runif. The two programs below
| are identical except f_works uses unif_rand and f_broke goes through runif. 
| 
| ---
| 
| library(Rcpp)
| 
| cppFunction('
| int f_works(NumericVector p) {
| 
|   int i = 0;
| 
|   double u = unif_rand();

There was a reason we never ever used this one; I think it is meant for
standalone use via Rmathlib.
 
|   do { u -= p[i++]; } while(u   0);
| 
|   return i;
| }
| ')
| 
| 
| cppFunction('
| int f_broke(NumericVector p) {
| 
|   int i = 0;
|   
|   double u = Rcpp::runif(1)[0];

If you really want just oone draw, use R::runif(...)

If you set / reset the RNG seed you very clearly get the exact same draws
from R and Rcpp.

So maybe it is just your assumption that unif_rand() and runif() should give
identical results?

Also, never hurts to do add an explicit RNGScope object even though
cppFunction() will add it for you too...

|   do { u -= p[i++]; } while(u   0);
|   
|   return i;
| }
| ')
| 
| ---
| 
| When I run f_broke, sometimes there is a number that doesn't belong:
| 
| Rp - 1:4 / 10;
| Rtable(replicate(1, f_works(p)))
| 
|1234 
|  961 2045 2984 4010 
| 
| Rtable(replicate(1, f_broke(p)))
| 
| 0.427225098479539 0.458629200235009 0.687304416438565 0.735608365153894 
0.978602966060862 
| 1 1 1 1   
  1 
| 
| 1 2 3 4  
|  1053  2010  3021  3911  
| 
| 
| I'm pretty stumped about why I consistently see odd numbers every couple
| thousand draws, becuase runif just wraps unif_rand anyway. My
| functions are declared as int, so it should be impossible to
| return a double. 
| 
| What is happening here that I don't get?

I am not entirely sure.  My head is a little foggy froim traveling and I am
about to get onto another plane.  Maybe I'll take a look...

Hope this helps so far,  Dirk

| 
| Thanks much,
| 
| Neal
| 
| 
| 
| 
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-- 
Dirk Eddelbuettel | e...@debian.org | http://dirk.eddelbuettel.com
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Re: [Rcpp-devel] Difference between runif and unif_rand?

2013-07-12 Thread Krzysztof Sakrejda 
On Fri, Jul 12, 2013 at 8:50 PM, Dirk Eddelbuettel e...@debian.org wrote:

 On 12 July 2013 at 12:28, Neal Fultz wrote:
 | I've been updating the C in an r package to use Rcpp and started seeing
 | so odd results from a function that samples from a discrete
 | distribution.

For what it's worth, I can't reproduce this so it may be specific to
your versions of R/Rcpp. Krzysztof
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Re: [Rcpp-devel] Difference between runif and unif_rand?

2013-07-12 Thread Neal Fultz 
I use the debian packages. Upgrading r-cran-rcpp from testing to unstable 
seems to have fixed this for me, so good call.


On Fri, Jul 12, 2013 at 10:25:17PM -0400, Krzysztof Sakrejda wrote:
 On Fri, Jul 12, 2013 at 8:50 PM, Dirk Eddelbuettel e...@debian.org wrote:
 
  On 12 July 2013 at 12:28, Neal Fultz wrote:
  | I've been updating the C in an r package to use Rcpp and started seeing
  | so odd results from a function that samples from a discrete
  | distribution.
 
 For what it's worth, I can't reproduce this so it may be specific to
 your versions of R/Rcpp. Krzysztof
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