That's a very good question. Issue filed: https://github.com/JuliaLang/julia/issues/17918.
On Tue, Aug 9, 2016 at 6:02 AM, James Douglas <[email protected]> wrote: > 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 >
