Help / Release / J 6.01 / ? Improved
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? Improved |
initial writing: 2005-07-05 |
? has been improved in the following ways:
- Several new random number generator are made available
- Uniform 0-1 random numbers exclude 0
- ?y and ?.y work on extended integers
1. RNGs
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“Perhaps further research will show that even the
random number generators recommended here are unsatisfactory;
we hope this is not the case, but the history of the subject
warns us to be cautious.
The most prudent policy for a person to follow is to run
a Monte Carlo program at least twice using quite different
sources of random numbers before taking the answers of the
program seriously; this not only will give an indication of
the stability of the results, it will also guard against the
danger of trusting in a generator with hidden deficiencies.”
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Several instances of the foreign conjunction are provided to work with RNGs. See the dictionary page for ? for details.
| 9!:42 and 9!:43 | RNG Select. Query/set the random number generator. The default is the Mersenne Twister.
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| 9!:44 and 9!:45 | RNG State. Query/set the random number generator state. | |
| 9!:0 and 9!:1 | Random Seed.
Query/set the random seed, a single integer or a list of integers. | |
| 128!:4 | RNG Raw.
Produces integers as directly generated by an RNG.
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2. U(0,1) Random Numbers
The random numbers generated by ?0 have been changed to exclude 0. That is, (0&< *. <&1) ?0 .
Additional information on the Mersenne Twister can be found at http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html . The Mersenne Twister requires the following legal notice:
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Copyright © 1997 - 2002, Makoto Matsumoto and Takuji Nishimura, All rights reserved. Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS “AS IS” AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. |
3. ?y and ?.y work on extended integers
For example:
? 10^40x 2154285081887547912265057746552303810402 3 1 ?.@$ !50x 22092415123181713247802466594106002578660243928542852207957556146 5668297708258026467682039213667133649564796051165631186210909260 13195975772731404715299571089521345645681260937994297669983918642