|
| Pseudo random number generator - what algorithm is it based on? |
 |
Tue, 7 Aug 2007 15:21:25 -0500 |
I am planning on doing a Monte Carlo analysis which will require six or
seven series of random numbers of between one and ten thousand values. From
looking at information on a competing product, potentially there appears to
be an issue if the pseudo random number generator is not adequate for series
of this length. I haven't managed to find any information on which algorithm
is used in Quattro Pro 12. Any answers?
Christopher Heard
|
| Post Reply
|
| Re: Pseudo random number generator - what algorithm is it based on? |
 |
Wed, 08 Aug 2007 17:53:34 +010 |
Christopher:
> I am planning on doing a Monte Carlo analysis which will require six or
> seven series of random numbers of between one and ten thousand values. From
> looking at information on a competing product, potentially there appears to
> be an issue if the pseudo random number generator is not adequate for
series
> of this length. I haven't managed to find any information on which
algorithm
> is used in Quattro Pro 12.
I think that any similar program will have such a limitation, since the values
are <simulated random>. The only truly random number generator I have seen
in
personal computing was a routine for a C-64 that basically read the state of
the system clock and then did something clever with that reading.
I have read that @RAND is good enough to test programs that hopeful folk devise
to win at roulette or other casino operations. But it would take a very
dedicated punter to make 70,000 bets in one sitting.
You can complicate matters by running a macro that calls for a
number of times related to the most recently generated number. (Calculate [F9]
updates any @RAND or @RANDBETWEEN Cell.) It needs a better mathematician than I
to predict how far, if at all, this would improve the output.
--
Good wishes!
Roy Lewis
C_Tech volunteer
(UK)
|
| Post Reply
|
|
|
|
|
|
|
|
|
|