.
Mr Cottrell's package below is the very best I've read.
Hudson
- Original Message -
From: Allin Cottrell
To: Gretl list
Sent: Saturday, January 15, 2011 11:20 AM
Subject: Re: [Gretl-users] the gretl RNG
On Sat, 15 Jan 2011, Dr RJF Hudson wrote:
> Mmm ..
rup.com.au
- Original Message -
From:
Allin Cottrell
To: Gretl users
Sent: Saturday, January 15, 2011 2:12
AM
Subject: [Gretl-users] the gretl
RNG
For some years now the random number generator (RNG) used in
gretlhas been the Mersenne Twister as implemented i
On Sat, 15 Jan 2011, Dr RJF Hudson wrote:
> Mmm ..random number generation is a massive subject
> never too far from a practitioners mind, is it.
> Its always attached to a question mark with me.
> Full marks are surely due to the wizards behind the reseach.
> In one sentence or two, do you know,
For some years now the random number generator (RNG) used in gretl
has been the Mersenne Twister as implemented in the GLib library.
We've recently been investigating an alternative, namely the
SIMD-oriented Fast Mersenne Twister (SFMT); see
http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/SFMT/
