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MathGroup Archive 2004

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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!?
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> >
> 
> 



		
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