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Basic urand algorithm not efficient

Since the basic urand object depends on Unix rand(), it is neither the most efficient algorithm available (the Mersenne Twister is generally better), nor is it necessarily acceptible in all cases. All pseudo-random generators have some kind of structure to their outputs, which may or may not be significant in the simulation. With the UNURAN library or with GNUSL it is possible to select from a range of different algorithms at runtime, making it easy to check that the simulation results do not depend on the type of generator used.



Russell Standish 2016-09-02