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