Random algorithm

[Jacques Hausser]

Hi Mark (and Mark),

For small series, sure, it is random enough. But I'm afraid that the  
period is actually rather short for what I suppose is a linear  
congruential generator (for instance Excel algorithm was famous for  
its period of 32000 numbers only), not speaking of the pattern due to  
serial correlations you can detect if you spread your numbers in a  
multidimentional space. In contrast, Mersenne twister has  
theoretically a period of 4.3 E 106001-1, and does not show patterning  
in spaces of more than 600 dimensions. But even this algorithm is not  
fit for encryption... that's not my problem, luckily !
... and for the other Mark (Schonneville) to spare a mail ;o) : Its a  
very good idea, but not practicable in my case. I want the application  
to be an independant one, that the students can use not only in the  
formal exercise sessions, but also for their personnal work.

Thank you for your remarks and suggestions anyway

Jacques


Le 11 nov. 2008 à 23:02, Mark Smith a écrit :

> 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
>> mobile:	++ 41 79 757 05 24
>> E-Mail:	jacques.hausser at unil.ch
>> *******************************************
>>
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******************************************
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
mobile:	++ 41 79 757 05 24
E-Mail:	jacques.hausser at unil.ch
*******************************************