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st: Mersenne Twister method as a pseudorandom number generator
From
"Shoji Tokunaga" <[email protected]>
To
[email protected]
Subject
st: Mersenne Twister method as a pseudorandom number generator
Date
Mon, 19 Sep 2011 16:09:53 +0900 (JST)
I am wondering why Stata did not implement Mersenne Twister method as a
pseudorandom number generator, PRNG. The method is known to have
several characteristics superior to George Marsaglia's 32-bit
pseutorandom-number generator KISS currently adopted by Stata.
"It is proved that the period is 2^19937-1, and 623-dimensional
equidistribution property is assured."
(http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/ewhat-is-mt.html)
SAS, JMP, R, Systat have already installed Mersenne Twister method as a
PRNG. The method is available to C++, Java, PHP, and other major
programming languages.
+--------------------------------------------------------+
Shoji Tokunaga
Medical Information Center, Kyushu University Hospital
+--------------------------------------------------------+
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