Re: [Gretl-users] random number generation

Hello all, Some news and a warning. For some time now we've been using the Marsaglia-Tsang "Ziggurat" algorithm for generating (pseudo-)random normal variates. Recently, Jack noticed that we were considerably slower than Octave at doing this, so we compared the respective codes. It turned out that the Octave Ziggurat code (written by David Bateman) was indeed better than what we had: not only faster, but also gives denser coverage of the real line. We checked it using l'Ecuyer's "Big Crush" suite and it passed with flying colors. Therefore in current git we have switched to Bateman's implementation.