Manage multiple independent streams of random numbers

rng-streams.R

get_seed <- function() {
  if (!exists(".Random.seed", envir = globalenv())) return(NULL)
  get(".Random.seed", envir = globalenv())
}

set_seed <- function(x) {
  old <- cur_seed()
  if (!is.null(x)) {
    assign(".Random.seed", x, envir = globalenv())
  }
  
  invisible(old)
}

new_seed <- function(seed) {
  old <- cur_seed()
  on.exit(set_seed(old))
  
  set.seed(seed)
  cur_seed()
}

Stream <- setRefClass("Stream", 
  fields = list(seed = "integer"),
  methods = list(
    initialize = function(seed = 1014) {
      seed <<- new_seed(seed)
    },
    
    use = function(code) {
      old <- cur_seed()
      on.exit(set_seed(old))
      
      set_seed(seed)
      res <- code
      seed <<- get_seed()
      
      res
    },
    
    random_bytes = function(bytes) {
      use(paste(as.hexmode(sample(255, bytes, replace = TRUE)), collapse = ""))
    }
  )
)

A1 <- Stream()
A2 <- Stream()
B <- Stream(1015)

# A1 and A2 share the same starting seed so produce
# the same stream of values
A1$use(runif(1))
A1$use(runif(1))

A2$use(runif(1))
A2$use(runif(1))

# B shares a different stream of values, so produce a
# different stream
B$use(runif(1))
B$use(runif(1))

# No stream interfers with the global stream
cur <- .Random.seed
A1$use(runif(5))
stopifnot(identical(cur, .Random.seed))