On Saturday, June 7, 2014 7:09:53 PM UTC-5, Alexander Hudek wrote:
>
> Keep in mind that there could be accuracy reasons why you might want to 
> use multiple random number generators (aka multiple streams). See the 
> section "Single Versus Multiple Streams" here:
>
> http://www.cse.msu.edu/~cse808/CSIM_Notes03/cse808/html_c/16random.htm
>

Very nice--thanks.  I had never heard of this issue, but it makes sense.  
 

> Also, the built in java random number generator is ok, but not 
> state-of-the-art in terms of quality. A more popular high quality generator 
> is the Mersenne twister. There are several java implementations available. 
>

That's what I thought, and I was leaning toward using a Mersenne twister.  
An additional advantage of sampling libraries like data.generators and 
bigml/sampling that allow one to specify the RNG is the ability to use a 
different RNG algorithm.

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