Difference between revisions of "RandomType"

(Created page with "category:System Variables = System Variable RandomType = This system variable selects which algorithm to use for generating pseudo-random numbers. The available algorithm...")
 
Line 1: Line 1:
 
[[category:System Variables]]
 
[[category:System Variables]]
−
= System Variable RandomType =
+
== System Variable RandomType==
  
 
This system variable selects which algorithm to use for generating pseudo-random numbers. The available algorithms are:
 
This system variable selects which algorithm to use for generating pseudo-random numbers. The available algorithms are:
−
* 0 = Minimal standard. Algorithm developed by Park & Miller:
+
:<code>0</code>: Minimal standard. Algorithm developed by Park & Miller:
−
** Park, S.K., and K.W. Miller 1988, Communications of the ACM, vol 31, pp. 1192-1201
+
:: Park, S.K., and K.W. Miller 1988, ''Communications of the ACM'', vol 31, pp. 1192-1201
−
** Press, W.H, S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery, Numerical Recipes in C: The Art of Scientific Computing, 2nd Ed. (Cambridge University Press).
+
:: Press, W.H, S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery, ''Numerical Recipes in C: The Art of Scientific Computing'', 2nd Ed. (Cambridge University Press).
−
** Knuth, D.E. 1981, Seminumerical Algorithms, 2nd ed., vol. 2 of The Art of Computer Programming (Reading, MA: Addison-Wesley)
+
:: Knuth, D.E. 1981, ''Seminumerical Algorithms'', 2nd ed., vol. 2 of The Art of Computer Programming (Reading, MA: Addison-Wesley)
−
* 1 = L'Ecuyer's algorithm
+
: <code>1</code>: L'Ecuyer's algorithm
−
** L'Ecuyer, P. 1988, Communications of the ACM, vol. 31, pp. 742-774
+
:: L'Ecuyer, P. 1988, ''Communications of the ACM'', vol. 31, pp. 742-774
−
* 2 = Knuth's algorithm
+
: <code>2</code>: Knuth's algorithm
  
−
There is seldom a reason to change the pseudo-random algorithm from the default (minimal standard). But the option exists should the need arise. From Analytica, you change this from the Uncertainty Settings dialog, Advanced.
+
There is seldom a reason to change the pseudo-random algorithm from the default (minimal standard). But the option exists should the need arise. From Analytica, you change this from the '''Uncertainty Settings''' dialog, Advanced.
 +
 
 +
==See Also==
 +
* [[Random]]()
 +
* [[RandomSeed]]

Revision as of 04:48, 13 January 2016

System Variable RandomType

This system variable selects which algorithm to use for generating pseudo-random numbers. The available algorithms are:

0: Minimal standard. Algorithm developed by Park & Miller:
Park, S.K., and K.W. Miller 1988, Communications of the ACM, vol 31, pp. 1192-1201
Press, W.H, S.A. Teukolsky, W.T. Vetterling, and B.P. Flannery, Numerical Recipes in C: The Art of Scientific Computing, 2nd Ed. (Cambridge University Press).
Knuth, D.E. 1981, Seminumerical Algorithms, 2nd ed., vol. 2 of The Art of Computer Programming (Reading, MA: Addison-Wesley)
1: L'Ecuyer's algorithm
L'Ecuyer, P. 1988, Communications of the ACM, vol. 31, pp. 742-774
2: Knuth's algorithm

There is seldom a reason to change the pseudo-random algorithm from the default (minimal standard). But the option exists should the need arise. From Analytica, you change this from the Uncertainty Settings dialog, Advanced.

See Also

Comments


You are not allowed to post comments.