Hi All,

I have a question about how Julia handles the seed given to the random 
number generator through the function srand(seed). I am doing Monte Carlo 
simulations using Julia, where I have some code that depends on the output 
from the rand() function and then I run this code with many different 
initial seeds. Naively I have set the seed specifically for each run of the 
code as the integer corresponding to the run, i.e., I run the code starting 
with srand(1), srand(2), etc. up to srand(N) for N runs. My primary 
motivation for this is that I would like to reproduce a particular run if I 
see anything strange. However, I recently saw that at least in C++ 
(http://www.pcg-random.org/posts/cpp-seeding-surprises.html), seeding the 
Mersenne Twister with integers like this is a bad idea. So I would like to 
know if there is a problem with seeding Julia's random number generator in 
this way? Will it bias my sample or does Julia somehow avoid this in the 
way it processes the seed given to srand()? And finally, if it is a bad 
idea, what would be the best way to seed so that I can reproduce everything 
at a later stage?

Thanks in advance,
James

Reply via email to