rndseed

For questions regarding programming in the EViews programming language.

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maxchen
Posts: 191
Joined: Fri Oct 10, 2008 4:03 pm

rndseed

Postby maxchen » Sun Jul 11, 2010 11:50 pm

The doc (EV7, cmd ref, p322) says
Type of random number generator: improved Knuth generator (“kn”), improved Mersenne Twister (“mt”), Knuth’s (1997) lagged Fibonacci generator used in EViews 4 (“kn4)”, L’Ecuyer’s (1999) combined multiple recursive generator (“le”), Matsumoto and Nishimura’s (1998) Mersenne Twister used in EViews 4 (“mt4”).

and Periods of Knuth(“kn4”) L’Ecuyer(“le”) and Mersenne Twister(“mt4”) are given as 2^129 2^319 2^19937 – 1 respectively, what are the others? say (“kn”) and (“mt”)?

EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: rndseed

Postby EViews Glenn » Mon Jul 12, 2010 9:07 am

The periods should be the same as the corresponding variants (e.g., kn4/kn and mt4/mt)


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