My understanding is that this method is fast, passes appropriate tests
and has a huge period (2^19937 -1), much greater than Stata's KISS
generator.
Paul Silcocks BM BCh, MSc, FRCPath, FFPH, CStat Clinical Senior Lecturer
Nottingham Clinical Trials Support Unit
Room B39
School of Community Health Sciences
University of Nottingham Medical School
Nottingham
NG7 2UH
tel +44 115 9515151 x 30514
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-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: 23 August 2007 09:22
To: [email protected]
Subject: st: RE: Random number generator
Why do you feel there is a need for a new version of -uniform()-?
Nick
[email protected]
Paul Silcocks BM BCh, MSc, FRCPath, FFPH, CStat
> Has anyone found a way of incorporating the Mersenne Twister
> pseudo-random number generator into Stata? There is freeware
> C++ code at
> http://www.bedaux.net/mtrand/ but I'm not clear how this could be
> adapted into an ado file. What would be nice would be a new version
> of uniform(). Stata technical support recommend using Mata as it is
> closer in syntax to C++ than the Stata ado language (though this
> doesn't help me much as I've not got to grips with Mata).
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