Random numbers...

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3 total messages Started by Mark Richards Tue, 03 Oct 2006 17:30

#3087

Author: Mark Richards
Date: Tue, 03 Oct 2006 17:30

11 lines
1362 bytes

If this is the wrong group, please let me know...

I have to write a Monte Carlo Simulator for a risk analisys system. This 
basically uses a random number to genreate a value which is then applied 
against certain other values. I do not have the spec for the program yet, 
but have been told that the key is to having really really random numbers.

Does anyone know of such a function, or a third party library which may 
allready have the Monte Carlo built in?

cheers

Re: Random numbers...

#3088

Author: Giuliano
Date: Tue, 03 Oct 2006 18:36

23 lines
1596 bytes

On Tue, 3 Oct 2006 18:30:06 +0100, "Mark Richards"
<markcr@wapthespamntlworld.com> wrote:

>If this is the wrong group, please let me know...
>
>I have to write a Monte Carlo Simulator for a risk analisys system. This 
>basically uses a random number to genreate a value which is then applied 
>against certain other values. I do not have the spec for the program yet, 
>but have been told that the key is to having really really random numbers.

Hi,

    have a look at Boost Random Number Library:

http://www.boost.org/libs/random/index.html

I don't know if it's suitable for (or it can help with)
Monte Carlo analysis, however it's free and - in general -
portable on many platforms.

Regards

Giuliano

Re: Random numbers...

#3091

Author: Mark Richards
Date: Tue, 03 Oct 2006 21:26

1 lines
1062 bytes

Thank you Giuliano, that will do the trick.

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