Simulate chi-squared variable from threefry generator
Care should be taken with this method not to encounter the
birthday problem, described
https://www.johndcook.com/blog/2016/01/29/random-number-generator-seed-mistakes/.
Since the sitmo threefry, this currently generates
one random deviate from the uniform distribution to seed the
engine threefry and then run the code.
rxchisq(df, n = 1L, ncores = 1L)
df |
degrees of freedom (non-negative, but can be non-integer). |
n |
number of observations. If |
ncores |
Number of cores for the simulation
|
Therefore, a simple call to the random number generated followed by a second call to random number generated may have identical seeds. As the number of random number generator calls are increased the probability that the birthday problem will increase.
The key to avoid this problem is to run all simulations in the
RxODE environment once (therefore one seed or series of seeds
for the whole simulation) or to pre-generate all random variables
used for the simulation.
Also care should be made that the computer you will be running on can run the same number of cores as you are running so they can reproduce your results.
chi squared random deviates
## Use threefry engine
rxchisq(0.5, n=10) # with rxchisq you have to explicitly state n
rxchisq(5, n=10, ncores=2) # You can parallelize the simulation using openMP
rxchisq(1)
## This example uses `rxchisq` directly in the model
rx <- RxODE({
a = rxchisq(2)
})
et <- et(1,id=1:2)
s <- rxSolve(rx,et)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.