Random algorithm
Mark Smith
lists at futilism.com
Tue Nov 11 17:02:17 EST 2008
Jacques, as you probably know, there are many measures of randomness...
Taking the 'r' correlation as a measure of it, I've done this test:
generate two series of 1000 numbers between 1 and 10000 each, using
the random() function. Take the correlation between the two series,
and append it to a list.
repeat 1000 times
from that list of 1000 correlations, take the mean and standard
deviation.
I got: mean correlation = -0.000681, standard deviation= 0.032986
on my macBookPro.
So is that random enough?
Best,
Mark
On 11 Nov 2008, at 21:16, Jacques Hausser wrote:
> Hi,
>
> Does somebody know which algorithm is hidden behind the random
> function ? Native random number generators have usually a poor
> reputation, and I need trustable random numbers. I have translated
> the Mersenne twister algorithm which works OK, but slowly (47
> milliseconds for 1000 numbers against five for the random
> function). If the native function is a good one, I'll keep it...
>
> Thanks for any hint
>
> Jacques
> ******************************************
> Prof. Jacques Hausser
> Department of Ecology and Evolution
> Biophore / Sorge
> University of Lausanne
> CH 1015 Lausanne
> please use my private address:
> 6 route de Burtigny
> CH-1269 Bassins
> tel/fax: ++ 41 22 366 19 40
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> E-Mail: jacques.hausser at unil.ch
> *******************************************
>
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