Hi all, From the same author as the xoshiro-256 remarks there is a paper "PCG: A Family of Simple FastSpace-Efficient StatisticallyGood Algorithms for Random Number Generation" available at : https://www.pcg-random.org/pdf/hmc-cs-2014-0905.pdf
If the claims of speed and statistical quality are verified, the PCG might be a good candidate to add to J's four random number generators. A summary of several RNGs is available at : https://www.pcg-random.org/ Jimmy On Sat, Nov 21, 2020 at 1:47 AM Jo van Schalkwyk <[email protected]> wrote: > Then there's this: > https://www.pcg-random.org/posts/a-quick-look-at-xoshiro256.html > > Jo. > > On Sat, 21 Nov 2020 at 14:48, Raul Miller <[email protected]> wrote: > > > Uh... "high memory requirements" means about 2500 bytes. On a laptop > > with 16gb ram, that's about 1.6e_7 of the available memory. > > > > I kind of suspect that we have more important concerns to be dealing > with. > > > > (And all psuedo random number generation algorithms suffer from > > potential predictability issues, among other things.) > > > > That said, this -- assertions about a problem which pretty much ignore > > the scale and importance of the problem -- seems to be quite popular > > nowadays. > > > > Still, ... probably worth thinking about, ...occasionally... > > > > -- > > Raul > > > > > > > > > > On Fri, Nov 20, 2020 at 7:40 PM Devon McCormick <[email protected]> > > wrote: > > > > > > This article - https://arxiv.org/pdf/1910.06437.pdf - claims the MT > has > > > some bad properties. One claim I understand is that its extremely long > > > period length is overkill and this comes with the expense of high > memory > > > requirements. > > > > > > The example, which I follow only vaguely, carries the more serious > > > implication of MT introducing bias into certain kinds of tests. > > > > > > Fortunately J gives us a good set of choices of RNGs but I'd be > > interested > > > to hear what others think about the charges against MT. > > > > > > -- > > > > > > Devon McCormick, CFA > > > > > > Quantitative Consultant > > > ---------------------------------------------------------------------- > > > For information about J forums see http://www.jsoftware.com/forums.htm > > ---------------------------------------------------------------------- > > For information about J forums see http://www.jsoftware.com/forums.htm > > > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm > ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
