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PLEASE READ: use of random


From: Sven N. Thommesen
Subject: PLEASE READ: use of random
Date: Fri, 21 Feb 1997 13:46:49 -0600

        
After discussions with Barry at SwarmFest, I have concluded that something
needs to be done with the way we use 'seeds' with the random generators.

To give me an idea of what to do / how to do it, I would be grateful if
some of the heavy users out there (you know who you are!) would email me
with answers to the following questions:

a) what is the *average* number of random variates needed for a single run
of your model (keeping in mind that any call to a distribution that returns
a double now uses 2 random variates);

b) what is the *largest* number of random variates you imagine needing for
a single run?

c) how many independent runs do *you* consider sufficient for a single
experiment?

d) I also have the following question for y'all regarding PMMLCG:

It has been an (implicit or explicit?) promise for the generators (except
SWB) that you could save the latest output, and later feed it to the
generator as a seed, and get the *same* sequence generated as if you had
let it run on in the first place. I have discovered that this has not in
fact been the case with PMMLCG! [ It delivers (state-1) as output, but
seeds are fed directly into the state. We fix this by adding 1 to seeds
before plugging them into the state. ]

So the question: if I fix this 'bug', the PMMLCG generators will be
'broken' in the sense that they'll behave differently than in the past.
Does anyone have strong objections to my fixing this generator in this way?


Sven Thommesen



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