From jwood000 @end|ng |rom gm@||@com  Fri Mar  1 18:06:47 2019
From: jwood000 @end|ng |rom gm@||@com (Joseph Wood)
Date: Fri, 1 Mar 2019 12:06:47 -0500
Subject: [Rd] issue with sample in R 3.6.0.
Message-ID: <CAKDcrSjJ6nsudEct9LW+0UC477uT2baJDCvzXm744W6Txon0bA@mail.gmail.com>

Hello,

I think there is an issue in the sampling rejection algorithm in R 3.6.0.

The do_sample2 function in src/main/unique.c still has 4.5e15 as an
upper limit, implying that numbers greater than INT_MAX are still to
be supported by sample in base R.

Please review the examples below:

set.seed(123)
max(sample(2^31, 1e5))
[1] 2147430096

set.seed(123)
max(sample(2^31 + 1, 1e5))
[1] 1

set.seed(123)
max(sample(2^32, 1e5))
[1] 1

set.seed(123)
max(sample(2^35, 1e5))
[1] 8

set.seed(123)
max(sample(2^38, 1e5))
[1] 64

set.seed(123)
max(sample(2^38, 1e5))
[1] 64

set.seed(123)
max(sample(2^42, 1e5))
[1] 1024

>From the above, we see that if N is greater than 2^31, then N is
bounded by (2^(ceiling(log2(N)) ? 32)).

Looking at the source code to src/main/RNG.c, we have the following:

static double rbits(int bits)
{
    int_least64_t v = 0;
    for (int n = 0; n <= bits; n += 16) {
                int v1 = (int) floor(unif_rand() * 65536);
                v = 65536 * v + v1;
    }
    // mask out the bits in the result that are not needed
    return (double) (v & ((1L << bits) - 1));
}

The last line has (v & ((1L << bits) - 1)) where v is declared as
int_least64_t. If you notice, we are operating on v with the long
integer literal 1L. I?m pretty sure this is the source of the issue.
By changing 1L to at least a 64 bit integer, it appears that we
correct the problem:

double rbits(int bits)
{
    int_least64_t v = 0;
    for (int n = 0; n <= bits; n += 16) {
                int v1 = (int) floor(unif_rand() * 65536);
                v = 65536 * v + v1;
    }

    int_least64_t one64 = 1L;
    // mask out the bits in the result that are not needed
    return (double) (v & ((one64 << bits) - 1));
}

Regards,
Joseph Wood



[Rd] issue with sample in R 3.6.0.
Joseph Wood