RandomType
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. To change it, press F12 to access 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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