rndseed
Posted: 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”)?
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”)?