Re: [Gretl-devel] simulation speed
> > We could add a "set" option, but first I think
we'd better run
> > both "crush" and "big crush" (many hours' worth) on both
the
> > ziggurat code and Box-Muller. Right now we don't really have
> > any basis for thinking that Box-Muller is "safer".
> I think we would be safe to employ any of the two (or another one for
> that matter) as long as we can say that the RNG in gretl passes the
> big crush test in TestU01.
OK, any volunteers to run "big crush" on CVS gretl?
I have experience
testing various software (including gretl) using the
earlier and now irrelevant DIEHARD test suite of randomness. TESTU01
is now the standard, however, AFAIK it requires the knowledge of
programming in the C language. I am not sure how difficult it would be
to program TESTU01 to test gretl on this front but I can promise to
learn C and attempt to do this in the summer. Given how busy you are
trying to address all sorts of points we keep raising, this is the
least I can do.
Talha
--
“Remember not only to say the right thing in the right place, but far
more difficult still, to leave unsaid the wrong thing at the tempting
moment.” - Benjamin Franklin (1706-1790)
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