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Hello,
The reason is that MT19937 implementation is many times shorter
and time tested/proven/used worldwide in many places.
SFMT was introduced recently and from what I read they
collect feedback about it, so I guess it is more in "in-development" phase.
The main advantage of SFMT is increased speed but this is not
really the issue as differences are really very minor unless
you generate aligned blocks of random numbers of certain lenghts.
In AFL applications this won't be utilised so you won't see any
improvement over MT.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "john_dxd_smith" <john_dxd_smith@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, July 24, 2007 4:43 AM
Subject: [amibroker] Re: Pseudo-random number generator
>
> 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
>
>
>
>
>
Please note that this group is for discussion between users only.
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