Difference between revisions of "RandomType"

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== System Variable RandomType==
 
== System Variable RandomType==
  
This system variable selects which algorithm to use for generating pseudo-random numbers. The available algorithms are:
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This system variable selects which method to use for generating pseudo-random numbers used to generate random values for all probability distributions. The available algorithms are:
:<code>0</code>: Minimal standard. Algorithm developed by Park & Miller:
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:<code>0</code>: (The default) 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).
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: <code>2</code>: 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. To change it, press F12 to access the typescript window and type:
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There is seldom any reason to change the pseudo-random algorithm from the default minimal standard. But if you really want to, you can do so from the [[Typescript window]]. Press ''F12'' to open the typescript window and type:
  
 
::<code>RandomType: 2</code>
 
::<code>RandomType: 2</code>

Latest revision as of 21:58, 15 October 2018

System Variable RandomType

This system variable selects which method to use for generating pseudo-random numbers used to generate random values for all probability distributions. The available algorithms are:

0: (The default) 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 any reason to change the pseudo-random algorithm from the default minimal standard. But if you really want to, you can do so from the Typescript window. Press F12 to open the typescript window and type:

RandomType: 2

History

Prior to Analytica 5.0, you could change this from the Uncertainty Settings dialog, Advanced. This was removed in Analytica 5.0 to simplify the UI, since there really was never any need to change it.

See Also

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