\documentclass[english]{article}
\begin{document}

%\VignetteIndexEntry{setRNG Guide}
\SweaveOpts{eval=TRUE,echo=TRUE,results=hide,fig=FALSE}
\begin{Scode}{echo=FALSE,results=hide}
 options(continue="  ")
\end{Scode}

\section{setRNG Functions}

In R, the functions in this package are made available with

\begin{Scode}
library("setRNG") 
\end{Scode}

As of R-2.1.0 the code from the vignette that generates this guide can 
be loaded into an editor with \emph{edit(vignette("setRNG"))}.
This uses the default editor, which can be changed using \emph{options()}.
Also, it should be possible to view the pdf version of the guide for this 
package with \emph{print(vignette("setRNG"))}.


This library provides tools to simplify recording and resetting the random 
number generator, to help make monte carlo experiments easily reproducible. 
It uses the R/S tools for setting the seed, but also records and sets
the mechanism for converting uniform numbers to normally distributed numbers.
(It could be extended to other transformations, but I have not done that.)

The setRNG function would typically be called by simulation programs. For
example, if \emph{rng=NULL} is an argument to the function then the code

\begin{Scode}{eval=FALSE,echo=FALSE,results=hide}
 rng <- NULL
\end{Scode}

\begin{Scode}{eval=FALSE,echo=TRUE,results=hide}
if(!require("setRNG")) {
    stop("This function requires the setRNG package.") }
if(is.null(rng)) rng <- setRNG() else 
            {old.rng <- setRNG(rng);  on.exit(setRNG(old.rng))  }
\end{Scode}

should be used before the random number generator is used. This will set the 
RNG information if given, and in all cases record the RNG information which 
can then be returned with the result
of the simulation. (\emph{setRNG()} returns the setting so do not skip this if 
\emph{rng=NULL}.) With the information recorded the simulation can always be 
reproduced if
necessary. In the case where the rng is set to a specified value it is 
good practice to set it back to the original value on exit. This prevents other
random experiments from accidentally being affected by the rng setting.
 
The library also implements an approach to random number generation 
which allows the same random experiments to be replicated in S and R.
The functions in the S directory allow the R results using 
Wichmann-Hill and Box-Muller to be replicated in S. These were done with 
the aid of an example from B. D. Ripley. (The files in the S 
directory of the package are for use with S not R.)
These functions are intended primarily as a way to confirm that simulations and
estimations with simulated data work in 
the same way in both S and R, not as an improved RNG. (It has only been tested
in Splus 3.3) Default and other
RNGs can still be used and are preferred for both speed and 
theoretical reasons. 

\end{document}
