Re: [S] sequence of random seeds

Prof Brian D Ripley (ripley@stats.ox.ac.uk)
Mon, 25 May 1998 16:55:54 +0100 (BST)


On Sun, 24 May 1998, patrik ohagen wrote:

>
> dear list,
>
> I am trying to run a simulation using S-PLUS v4.0 on a windows/95
> machine. I am comparing different estimators of a covariance matrix. When
> I use cov.mve within my "for loop" all estimates, p-values,...turn out to
> be the same in all iterations of the "for loop".
>
> Does cov.mve reset the .Random.seed object in some sophisticated way ?

There seems to be a bug in 4.0 release 3:

set.seed(123)
library(MASS)
for(i in 1:3) {
print(.Random.seed)
print(cov.mve(hills)$obj)
}

3.3 on Windows, 3.4 on Solaris:

[1] 21 14 49 16 41 1 32 22 36 23 28 3
Minimum volume ellipsoid with 660 samples of sizes
between 4 and 15 of which 17 were singular
[1] 0.1055796
[1] 29 11 13 56 61 2 31 24 52 44 57 3
Minimum volume ellipsoid with 660 samples of sizes
between 4 and 15 of which 21 were singular
[1] 0.1508284
[1] 45 55 50 53 39 3 50 63 27 39 43 1
Minimum volume ellipsoid with 660 samples of sizes
between 4 and 15 of which 18 were singular
[1] 0.1608706

4.0 rel 3 on Windows:

[1] 21 14 49 16 41 1 32 22 36 23 28 3
Minimum volume ellipsoid with 660 samples of sizes
between 4 and 15 of which 21 were singular
[1] 18362.8
[1] 57 27 41 42 44 3 59 45 59 47 9 1
Minimum volume ellipsoid with 660 samples of sizes
between 4 and 15 of which 21 were singular
[1] 18362.8
[1] 57 27 41 42 44 3 59 45 59 47 9 1
Minimum volume ellipsoid with 660 samples of sizes
between 4 and 15 of which 21 were singular
[1] 18362.8

It seems that cov.mve always sets the random seed to a particular value
on 4.0 rel 3. This seems both undocumented and undesirable. (Presumably
the definition of objective has been changed too.)

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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