Re: [Gretl-users] the gretl RNG
On Sat, 15 Jan 2011, Dr RJF Hudson wrote:
Mmm ..random number generation is a massive subject
never too far from a practitioners mind, is it.
Its always attached to a question mark with me.
Full marks are surely due to the wizards behind the reseach.
In one sentence or two, do you know, please what tests are
used to demonstrate randomness
of the output observations ?
Just asking, is all.
The currently canonical test suite seems to be TestU01, devised by
P. L'Ecuyer and R. Simard. See
http://www.iro.umontreal.ca/~simardr/testu01/tu01.html
The elements of the test are derived from various sources,
including several from Donald Knuth of TeX fame.
Allin Cottrell