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OK thanks I'll have a look at that,
rgds, Ed
----- Original Message -----
Sent: Thursday, June 02, 2005 2:13
PM
Subject: [amibroker] Re: Random
numbers
Ed,
An alternative is to import a CSV with numbers
generated by any
theoretical distribution you like (you can generate these
in XL for
example, see "Random Number Generator"). Then you can use AFL's
looping and Random to draw from this series.
I've asked Tomasz to
increase the number of statistical/methematical
functions, because I now
need to either program them myself (which is
complicated for something
like multiple var OLS), or import from
external programs.
Hope this
helps.
PS
--- In amibroker@xxxxxxxxxxxxxxx, "ed nl"
<ed2000nl@xxxx> wrote:
> hi,
>
> the random()
function generates numbers between 0 and 1,
distributed "linearly" (not
sure this is the proper term ->
statistics was a while back
.....). Meaning that if you run Lastvalue
(random()) a million times we
would about get the same hits with 0.9
as with 0.3.
>
> (0.5
- Random()) * 2 gives you a function with numbers between -1
and
1 with a "linear" distribution.
>
> What I want is to
generate random numbers between -1 and 1 which do
not have a "linear"
distribution. They should have some kind of
Gaussian distribution where
chances a number generated near 0 is
greater than a number generated neat
-1 or 1.
>
> I made this Gauss function (see below) but this
generates numbers
with a standard deviation of 1 but does not have a high
or low number
restriction. So I want the numbers to fluctuate
randomly between -1
and 1 but still have some form of Gauss function in
them so that a
hit at 1 occurs less frequent than at 0.3.
>
>
thanks,
>
> rgds, Ed
>
>
> function
gauss_func() {
>
> w = 1;
> while( w >= 1 ) {
>
> x1 = 2.0 * LastValue(Random()) -
1;
> x2 = 2.0 * LastValue(Random())
- 1;
> w = x1 * x1 + x2 * x2;
>
> }
>
> w =
sqrt( (-2 * log(w)) / w );
> y1 = x1 * w;
> //y2 = x2 * w;
>
> return y1;
>
>
}
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