Generic Reproducible Parallel Backend for 'foreach' Loops

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 %dopar% loops into fully reproducible loops, independently of the number of workers, the task scheduling strategy, or the chosen parallel environment and associated foreach backend.


Changes in version 1.7

CHANGES o Unit tests are now run through testthat o Minor fixes in man pages and README file o Now depends on rngtools >= 1.3

FIXES o Enabled running %dorng% loops within a package (incorporating the solution proposed by Elizabeth Byerly in PR#3)

Changes in version 1.6.2

FIXES o Non reproducible %dorng% loop when doRNG is registered over doSEQ (Issue #1 reported by Brenton Kenkel). Actually due to %dorng% not restoring the RNG (to state + 1) when doRNG is registered over doSEQ. o %dorng% was not working properly on loops of length one (Issue #2)

Changes in version 1.6

CHANGES o doRNG now depends on the package pkgmaker (>= 0.20)

FIXES o Check error due number of cores used. Now limited to 2 in examples, vignette and unit test.

Changes in version 1.5

CHANGES o doRNG now depends on the package pkgmaker (>= 0.9) o improved vignette o most of the general RNG utilities have been incorporated in a new package called rngtools.

Changes in version 1.4.1

CHANGES o when the current RNG was L'Ecuyer-CMRG, unseeded loops now use the current RNG stream as for the first stream in the RNG sequence and changes the current RNG to the next RNG stream of the last stream in the sequence.

BUG FIX o fix error "'iter' not found" due to changes in foreach package dependencies -- that was announced by Rich Calaway. o loops seeded with set.seed and .options.RNG were not reproducible when current RNG was L'Ecuyer-CMRG (reported by Zhang Peng) o separate unseeded loops were sharing most of their streams, when current RNG was L'Ecuyer-CMRG the RNG seed. o nested/conditional loops were crashing with a bad error. They are still not supported but the error message is nicer and a work around has been added to the vignette (reported by Chanhee Yi and Zhang Peng).

Changes in version 1.2.3

BUG FIX o fixed error when running a %dorng% loop on a fresh session, with no
parallel backend registered.

CHANGES o improved vignette o added more unit tests o changed the name of the RNG attribute on result of %dorng% looops from 'RNG' to 'rng'. It now contains the whole sequence of RNG seeds, instead of only the first one. o RNGseq now accepts a list or a matrix describing the whole sequence of seeds. See vignette for more details. o %dorng% loops can be seeded with a complete sequence of seeds passed as a list, a matrix, or an object with attribute 'rng', e.g. the results of %dorng% loops. See vignette for more details.

Changes in version 1.2.2

BUG FIX o separate %dorng% loops were using the same seed.

NEW FEATURES o add unit tests o first seed is set as an attribute of the loop's result

CHANGES o function doRNGseed now returns the seed to use for the first iteration. o RNGseq now change the current RNG state if called with no seed specific.

DEFUNCT o removed function CMRGseed

Changes in version 1.2

BUG FIX o An error was thrown if using %dorng% loops before using any random generator. Thanks to Eric Lehmann for reporting this.

CHANGES o add vignette o use package doParallel in examples

Changes in version 1.1

CHANGES o use R core RNG "L'Ecuyer-CMRG" and the parallel package, instead of the implementation provided by the rstream package.

Reference manual

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