RandomType

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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.

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