mercredi 30 janvier 2019

How to specify a random number generator in numpy

I'm building a monte carlo simulation using python, and have thus far been using numpy to generate my random variates. However, I've just learned that numpy uses the Mersenne Twister algorithm to produce its random numbers, which based on my limited understanding is not desireable in monte carlo simulations. I'd much prefer to use MRG32k3a, but I'd also like to take advantage of numpy's distribution functions. Is there any way to make numpy use a generator of my choice, or is there another library that will give me the same functionality with the option of using my preferred generator?




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