Follow

What Random Number Generators Are Available?

When using any of the built-in random number distributions you have the choice of what random number generator used for uniform random numbers that most distributions when generating their more complex shapes.

For the most part this can be ignored. If you are running an important simulation you might consider doing multiple runs using the various generators and comparing the results. In the unlikely event that the underlying random number generator is skewing results, this test will highlight the fact by one of the three generators causing a different end result.

The available generators are -

Generator Name

distributionGenerator attribute value

More information.

Additive Lagged Fibonacci

alf (default if omitted)

http://en.wikipedia.org/wiki/Lagged_Fibonacci_generator

Mersenne Twister

mt19937

http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html

xorshift with period 2^128-1

xordshift128

http://www.jstatsoft.org/v08/i14/xorshift.pdf

0 Comments

Please sign in to leave a comment.