QUB | Archaeology and Palaeoecology | The 14Chrono Centre
1 Minimal standard generator 2 Combination of three congruential generators 3 Single congruential generator 4 Subtractive generator 5 Pseudo-DES generator 6 FSU ULTRA generator 7 Quick and dirty generator 8 long-period generatorThese methods produce uniform random variates between 0 and 1, which are then transformed into the desired distribution. Press et al. (1992) discuss the generation of the uniform variates. Here, they are transformed into the normal distribution using the method of Leva (1992). Method 2 is probably the best for general use, 7 is the fastest, 5 is the slowest, but very good, in terms of the properties of the numbers it generates. Method 6 is claimed to be best generator ever (Zaman & Marsaglia 1991), and method 8 to have an exceptionally long period (Marsaglia & Zaman 1994). (The time taken taken to generate these numbers is small relative to the time doing other calculations.) Although 7 is the fastest, it is the generator provided by the compiler, and should be viewed with deep mistrust (Press et al. 1992). It is included because it is fast, and may be good enough for most purposes. The generators work by different methods, so between them they should cover a wide range of likely behaviour. Try different ones to satisfy yourself that results are not an artefact of a particular generator.
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