Re: Random replacement
- To: mathgroup at smc.vnet.net
- Subject: [mg50553] Re: [mg50496] Random replacement
- From: sean kim <sean_incali at yahoo.com>
- Date: Thu, 9 Sep 2004 05:19:49 -0400 (EDT)
- Reply-to: sean_incali at yahoo.com
- Sender: owner-wri-mathgroup at wolfram.com
Thanks Andrej. windowsMe and windows xp-- I put the init.m in C:\Program Files\Wolfram Research\Mathematica\5.0\AddOns\Autoload and it's doing exacrtly what you have described. sean --- Andrzej Kozlowski <andrzej at akikoz.net> wrote: > *This message was transferred with a trial version > of CommuniGate(tm) Pro* > Here is the way to test it. First evaluate > > SeedRandom[5] > > and > > Random[] > > 0.368615 > > Now: > > Unprotect[Random]; > > Clear[Random] > > SeedRandom[5] > > Random[] > > 0.786599 > > Note that I got a different answer than before. That > means that the > package did properly load and was working, before I > cleared Random. Now > to make it work again just quit the Kernel and > restart it by performing > another calculation. > > > Andrzej > > > > > > On 8 Sep 2004, at 22:03, sean kim wrote: > > > Hi andrej > > > > is there any tests to see whether or not I have > put it > > in the proper folder and it is working as i wish? > > > > thanks in advance for any insights, > > > > sean > > > > > > --- Andrzej Kozlowski <andrzej at akikoz.net> wrote: > > > >> I have written a small "package" intended to as a > >> workaround for the > >> problem with the built in Random function fully > >> explained by Daniel > >> Lichtblau in: > >> > >> > > > <http://library.wolfram.com/mathgroup/archive/2000/May/msg00088.html> > >> > >> The "package" simply implements Daniel's > workaround > >> described in his > >> posting. In fact it is not a proper package (it > >> defines no new > >> contexts) but simply a init.m file which, if > loaded > >> on Kernel startup > >> (this will happen if you put it into folder > Kernel > >> in the folder > >> Autoload in your $UserAddOnsDirectory directory) > >> will replace all calls > >> to the SW algorithm that has been causing some > >> problems by calls to > >> Wolfram's "rule 30" CA automaton random number > >> generator. (Actually it > >> does not deal with large - more than 31 bit- > integer > >> calls). Of course, > >> one can also copy the contents of the package and > >> paste into an > >> existing init.m file. > >> The only advantage of this package, compared with > >> very similar > >> workarounds that have been mentioned several > times > >> on this list (which > >> were based on defining a Random[] substitute > called > >> MyRandom or > >> something like that) is that it does not require > >> modifying the code > >> for individual distributions in various > statistics > >> packages: by > >> replacing Random itself we can deal with all the > >> cases at once. > >> > >> The reason why I wrote this package was because I > >> was obtaining > >> inaccurate values for option pricing using > >> Monte-Carlo simulation with > >> the built in Random and the NormalDistribution > >> package. With the > >> replacement init.m file loaded these values have > >> become noticeably > >> better. I assume similar improvements should show > up > >> in programs that > >> use simulation with a large number of samples > with > >> other distributions. > >> > >> The package can be downloaded from any of my two > >> (identical) sites: > >> > >> http://www.akikoz.net/~andrzej//Mathematica/ > (in > >> Japan) > >> > >> http://www.mimuw.edu.pl/~akoz/Mathematica/ > (in > >> Poland) > >> > >> The name of the "package" is simply init.m. > >> > >> > >> Andrzej Kozlowski > >> Chiba, Japan > >> http://www.akikoz.net/~andrzej/ > >> http://www.mimuw.edu.pl/~akoz/ > >> > >> > > > > > > > > > > __________________________________ > > Do you Yahoo!? > > New and Improved Yahoo! Mail - Send 10MB messages! > > http://promotions.yahoo.com/new_mail > > > > __________________________________ Do you Yahoo!? Yahoo! Mail Address AutoComplete - You start. We finish. http://promotions.yahoo.com/new_mail