[Gretl-users] random number generation in gretl

This is a heads-up about a recent change in gretl git, now in the latest snapshots at sourceforge. We decided to replace the Mersenne Twister (SFMT) as gretl's pseudo-random number generator with xoshiro256+, a modern, lightweight and cleanly coded RNG with very good statistical properties. You may find it a little faster than SFMT. One point to note: if you have gretl scripts that use "set seed" in order to produce a replicable sequence of pseudo-random variates, the sequence will now differ with the new RNG. We had hoped to maintain use of SFMT as an option but it turned out that was just too complicated. Further reading for anyone who's interested: "A PRNG shootout": https://prng.di.unimi.it/ "It is high time we let go of the Mersenne Twister": https://arxiv.org/abs/1910.06437 Allin Cottrell