Simulate Binomial 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.

Usage

rxnbinom(size, prob, n = 1L, ncores = 1L)

rxnbinomMu(size, mu, n = 1L, ncores = 1L)

Arguments

size

target for number of successful trials, or dispersion parameter (the shape parameter of the gamma mixing distribution). Must be strictly positive, need not be integer.

prob

probability of success in each trial. 0 < prob <= 1.

n

number of observations. If length(n) > 1, the length is taken to be the number required.

ncores

Number of cores for the simulation

rxnorm simulates using the threefry sitmo generator.

rxnormV used to simulate with the vandercorput simulator, but since it didn't satisfy the normal properties it was changed to simple be an alias of rxnorm. It is no longer supported in rxode2({}) blocks

mu

alternative parametrization via mean: see ‘Details’.

Value

negative binomial random deviates. Note that rxbinom2 uses the mu parameterization an the rxbinom uses the prob parameterization (mu=size/(prob+size))

Details

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 either run all simulations in the rxode2 environment once (therefore one seed or series of seeds for the whole simulation), pre-generate all random variables used for the simulation, or seed the rxode2 engine with rxSetSeed()

Internally each ID is seeded with a unique number so that the results do not depend on the number of cores used.

Examples

# \donttest{
## Use threefry engine

rxnbinom(10, 0.9, n = 10) # with rxbinom you have to explicitly state n
#>  [1]  9 10  8  9  9 10  9  9  8  9
rxnbinom(3, 0.5, n = 10, ncores = 2) # You can parallelize the simulation using openMP
#>  [1] 2 2 2 3 2 3 3 1 3 3

rxnbinom(4, 0.7)
#> [1] 4

# use mu parameter
rxnbinomMu(40, 40, n=10)
#>  [1] 17 23 23 16 19 21 21 25 17 20

## This example uses `rxbinom` directly in the model

rx <- function() {
  model({
    a <- rxnbinom(10, 0.5)
  })
}

et <- et(1, id = 1:100)

s <- rxSolve(rx, et)
#>  
#>  
#> ℹ parameter labels from comments are typically ignored in non-interactive mode
#> ℹ Need to run with the source intact to parse comments
#>  
#>  
#> using C compiler: ‘gcc (Ubuntu 11.4.0-1ubuntu1~22.04) 11.4.0’

rx <- function() {
  model({
    a <- rxnbinomMu(10, 40)
  })
}

s <- rxSolve(rx, et)
#>  
#>  
#> ℹ parameter labels from comments are typically ignored in non-interactive mode
#> ℹ Need to run with the source intact to parse comments
#>  
#>  
#> using C compiler: ‘gcc (Ubuntu 11.4.0-1ubuntu1~22.04) 11.4.0’
# }