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Re: random musings [message #53127 is a reply to message #53125]

Mon, 19 March 2007 13:37

news.qwest.net
Messages: 137
Registered: September 2005

Senior Member

"Christopher Thom" <cthom@oddjob.uchicago.edu> wrote in message
news:Pine.SOC.4.64.0703191516310.28339@oddjob.uchicago.edu.. .
> Hi all,
>
> this morning I started writing some monte carlo code, in which I'm
> generating random arrays, and scaling/shifting them to fit the (gaussian)
> distribution parameters I need. One thing is not clear in the online help:
> Which random function is "better"? Should I be using randomn() or
> randomu()? The help is explicit about the algorithms used, but there is
> comparison between the randomness of the two functions. And since both
> functions accept a /normal flag, it's unclear as to which is the better
> choice.
>
> Is there any common wisdom that makes this choice obvious?
>
> cheers
> chris

That's a good question. I have always used randomn for my purposes.
If you really need a good RNG, check out:
http://sprng.cs.fsu.edu/Version2.0/users-guide.html
You can read more about RNG and Monte Carlo and the
tests they perform in the user's guide. They have a PC linux port
available.

Cheers,
bob

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[Message index]

		Re: random musings By: Paolo Grigis on Tue, 20 March 2007 01:53
		Re: random musings By: Christopher Thom on Mon, 19 March 2007 21:41
		Re: random musings By: news.verizon.net on Mon, 19 March 2007 13:58
		Re: random musings By: news.qwest.net on Mon, 19 March 2007 13:37

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