rvonmises does not respect a seed

[aramirezreyes]

Hello! and thanks for Rfast.

After 2.0.8, it is not possible to get a reproducible stream of pseudo-random draws from the vonmises distributions via rvonmises.

R: 4.4.3
OS: RHEL Linux 9
packageVersion("Rfast")
[1] ‘2.1.5.2’

# First draw
> zigg::zsetseed(5)
> RcppZiggurat::zsetseed(5)
> set.seed(5)
> Rfast::rvonmises(n = 1, m = 5, k = 5)
[1] 5.046544
# Second draw
> zigg::zsetseed(5)
> RcppZiggurat::zsetseed(5)
> set.seed(5)
> Rfast::rvonmises(n = 1, m = 5, k = 5)
[1] 4.861319

From

Rfast/src/Random.h

Line 21 in eaa0a98

return std::chrono::duration_cast<std::chrono::nanoseconds>(std::chrono::system_clock::now().time_since_epoch()).count();

I understand that (in master) the RNG for rvonmises in the kappa > 0 path is always initialised with the current system time, and thus is not expected to have the functionality for external seeding. Is this correct?

In version 2.0.8, it was possible to set these two seeds and get a replicable stream of numbers:

> set.seed(5)
> RcppZiggurat::zsetseed(5)
> Rfast::rvonmises(1, 1, 10)
[1] 1.280786
> set.seed(5)
> RcppZiggurat::zsetseed(5)
> Rfast::rvonmises(1, 1, 10)
[1] 1.280786
> set.seed(5)
> RcppZiggurat::zsetseed(5)
> Rfast::rvonmises(1, 1, 10)
[1] 1.280786
> set.seed(5)
> RcppZiggurat::zsetseed(5)
> Rfast::rvonmises(1, 1, 10)
[1] 1.280786
> set.seed(5)
> RcppZiggurat::zsetseed(5)
> Rfast::rvonmises(1, 1, 10)
[1] 1.280786

[ManosPapadakis95]

Hello.
To tell the truth, it's not easy to add the seed functionality to the current algorithm. I have already a new one which is faster, executes in parallel and support seeding. Please be patient because I have a lot to update in little time.

[aramirezreyes]

Hi @ManosPapadakis95, thanks for checking in. I understand that resources are constrained, and I appreciate all the work!