[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Pseudo-random number generator



PureBytes Links

Trading Reference Links

Tomasz,

Thank you for including Mersene Twister in 4.97 Beta.

Is there any reason why you chose Mersene Twister MT19937 instead of
more recent SFMT19937 ?

http://www.math.sci.hiroshima-u.ac.jp/%7Em-mat/MT/SFMT/index.html

I'm not technically competent enough to appreciate the difference but
just asking out of curiousity.

Sorry to be meticulous.

best regards,
dxd

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx> wrote:
>
> Hello,
> 
> Mersene Twister is already on to-do list - will appear very soon.
> 
> As for random() it uses standard C run-time library rand() function
> which uses linear congruential method.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "john_dxd_smith" <john_dxd_smith@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Monday, July 09, 2007 5:08 PM
> Subject: [amibroker] Pseudo-random number generator
> 
> 
> > 
> > Hi,
> > 
> > I'm just wondering what algorithm AmiBroker's random() uses.
> > 
> > Is it a big deal to have the Mersenne Twister algorithm ?
> > http://www.tradingblox.com/forum/viewtopic.php?t=3637
> > 
> > Mersenne Twister
> >
http://en.wikipedia.org/w/index.php?title=Mersenne_twister&oldid=139850022
> > 
> > regards,
> > dxd
> > 
> > 
> > 
> > 
> > Please note that this group is for discussion between users only.
> > 
> > To get support from AmiBroker please send an e-mail directly to 
> > SUPPORT {at} amibroker.com
> > 
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> >
>




Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html
 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/