Statistical Test for Random Number Generators
22 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
This document is very well explained by testing random number generators..
Is there somewhere MATLAB functions of these tests?
0 Kommentare
Antworten (2)
Thomas
am 25 Apr. 2012
You could try
runstest - Run test for randomness
Not sure if MATLAB has anymore..
0 Kommentare
Peter Perkins
am 25 Apr. 2012
Bearbeitet: John Kelly
am 2 Mär. 2015
Branko, although many of those tests would be straight-forward to write in MATLAB, I don't know of anyone who's actually done that. Same for the TestU01 suite (you can google TestU01).
If your question is, "Do the random number generators in MATLAB pass these tests?", then you can check in the doc for the specific algorithms and references to the original papers:
The main paper for the TestU01 test suite describes results for all of the generators. Note that mcg16807, shr3cong, and swb2712 are in MATLAB for backwards compatibility, these are known to fail modern test suites.
0 Kommentare
Siehe auch
Kategorien
Mehr zu Random Number Generation finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!