Am 31.10.2012 07:33, schrieb Marcin Błażejowski:
Hi,
is there a way to get exactly the same pseudo random series from uniform
distribution in Gretl and Matlab?
I know that I can generate series in one program, write it as a vector
and so on, but maybe there is a way to make both RNGs to start at the
same point (I've tried to use the same seeds for MT but it doesn't work
even for 0).
The problem is probably on the Matlab side almost by definition, since
it's closed-source. Is it known / do you know which implementation
exactly they are using?
Also, I'm not 100% sure but it could be that the 32bit/64bit platform
could play a role. On what OS are you running gretl and Matlab?
cheers,
sven