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st: RE: RE: Random number generator


From   "Silcocks Paul" <Paul.Silcocks@nottingham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Random number generator
Date   Thu, 23 Aug 2007 11:26:22 +0100

My understanding is that this method is fast, passes appropriate tests
and has a huge period (2^19937 -1), much greater than Stata's KISS 
generator. 

Paul Silcocks BM BCh, MSc, FRCPath, FFPH, CStat Clinical Senior Lecturer

Nottingham Clinical Trials Support Unit
Room B39 
School of Community Health Sciences 
University of Nottingham Medical School 
Nottingham
NG7 2UH

tel +44 115  9515151 x 30514
Direct line: +44 115 8230505. 
General office: +44 115 8230500
fax +44 115 8230515

e-mail paul.silcocks@nottingham.ac.uk
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: 23 August 2007 09:22
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: Random number generator

Why do you feel there is a need for a new version of -uniform()-? 

Nick
n.j.cox@durham.ac.uk 

Paul Silcocks BM BCh, MSc, FRCPath, FFPH, CStat

> Has anyone found a way of incorporating the Mersenne Twister 
> pseudo-random number generator into Stata? There is freeware
> C++ code at
> http://www.bedaux.net/mtrand/ but I'm not clear how this could be 
> adapted into an ado file.  What would be nice would be a new version 
> of uniform(). Stata technical support recommend using Mata as it is 
> closer in syntax to C++ than the Stata ado language (though this 
> doesn't help me much as I've not got to grips with Mata).
 

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