Re: Re: Random replacement

*To*: mathgroup at smc.vnet.net*Subject*: [mg50562] Re: [mg50523] Re: [mg50496] Random replacement*From*: Andrzej Kozlowski <andrzej at akikoz.net>*Date*: Fri, 10 Sep 2004 04:06:06 -0400 (EDT)*References*: <200409090917.FAA19349@smc.vnet.net>*Sender*: owner-wri-mathgroup at wolfram.com

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 Andrzej Kozlowski Chiba, Japan http://www.akikoz.net/~andrzej/ http://www.mimuw.edu.pl/~akoz/ 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 >

**References**:**Re: Random replacement***From:*sean kim <sean_incali@yahoo.com>