[SciPy-dev] Monte Carlo package

Ed Schofield schofield at ftw.at
Wed Jan 25 09:40:33 CST 2006


Robert Kern wrote:

>So there's no way for the user to specify a seed? That's not acceptable for
>scientific use. Preferably, I should be able to pass in a
>numpy.random.RandomState object ...
>
If by 'scientific use' you mean cryptography, I'd agree with you.  But
for most Monte Carlo applications (yes, scientific ones) a
user-definable seed is a luxury, not a necessity.

> Actually, I won't accept an XORshift PRNG either unless if it
> addresses the issues discussed in this paper

Robert, your tone is arrogant.  By saying that *you* won't accept it,
you are implying that you are in charge.  Remember that SciPy is a
community project.  This means we take joint decisions, and are polite
to each other.  Despite your rudeness, you have a valid point.  Stronger
RNGs exist, such as the Mersenne Twister and L'Ecuyer's own 7-xorshift
generator.  We should probably change the default to one of these,
reusing existing code from numpy where possible.


-- Ed




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