RandomType
Revision as of 19:38, 4 February 2015 by Lchrisman (talk | contribs) (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...")
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.
Comments
Enable comment auto-refresher