mercredi 9 octobre 2019

How to change seed number in Fortran stochastic simulator code

I'm running a Fortran code which performs a stochastic simulation of a marked Poisson cluster process. In practice, event properties (eg. time of occurrences) are generated by inversion method, i.e. by random sampling of the cumulative distribution function. Because of the Poissonian randomness, I expect each generated sequence to be different, but this is not the case. I guess the reason is that the seed for the pseudorandom number generator is the same at each simulation. I do not know Fortran, so I have no idea how to solve this issue. Here is the part of the code involved with the pseudorandom number generator, any idea?

subroutine pseud0(r)
c     generation of pseudo-random numbers
c     data ir/584287/
      data ir/574289/
      ir=ir*48828125
      if(ir) 10,20,20
   10 ir=(ir+2147483647)+1
   20 r=float(ir)*0.4656613e-9
      return
      end
      subroutine pseudo(random)
c     wichmann+hill (1982) Appl. Statist 31
      data ix,iy,iz /1992,1111,1151/
      ix=171*mod(ix,177)-2*(ix/177)
      iy=172*mod(iy,176)-35*(iy/176)
      iz=170*mod(iz,178)-63*(iz/178)
      if (ix.lt.0) ix=ix+30269
      if (iy.lt.0) iy=iy+30307
      if (iz.lt.0) iz=iz+30323
      random=mod(float(ix)/30269.0+float(iy)/30307.0+
     &            float(iz)/30323.0,1.0)
      return
      end



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