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  • C# Monte Carlo Incremental Risk Calculation optimisation, random numbers, parallel execution

    - by m3ntat
    My current task is to optimise a Monte Carlo Simulation that calculates Capital Adequacy figures by region for a set of Obligors. It is running about 10 x too slow for where it will need to be in production and number or daily runs required. Additionally the granularity of the result figures will need to be improved down to desk possibly book level at some stage, the code I've been given is basically a prototype which is used by business units in a semi production capacity. The application is currently single threaded so I'll need to make it multi-threaded, may look at System.Threading.ThreadPool or the Microsoft Parallel Extensions library but I'm constrained to .NET 2 on the server at this bank so I may have to consider this guy's port, http://www.codeproject.com/KB/cs/aforge_parallel.aspx. I am trying my best to get them to upgrade to .NET 3.5 SP1 but it's a major exercise in an organisation of this size and might not be possible in my contract time frames. I've profiled the application using the trial of dotTrace (http://www.jetbrains.com/profiler). What other good profilers exist? Free ones? A lot of the execution time is spent generating uniform random numbers and then translating this to a normally distributed random number. They are using a C# Mersenne twister implementation. I am not sure where they got it or if it's the best way to go about this (or best implementation) to generate the uniform random numbers. Then this is translated to a normally distributed version for use in the calculation (I haven't delved into the translation code yet). Also what is the experience using the following? http://quantlib.org http://www.qlnet.org (C# port of quantlib) or http://www.boost.org Any alternatives you know of? I'm a C# developer so would prefer C#, but a wrapper to C++ shouldn't be a problem, should it? Maybe even faster leveraging the C++ implementations. I am thinking some of these libraries will have the fastest method to directly generate normally distributed random numbers, without the translation step. Also they may have some other functions that will be helpful in the subsequent calculations. Also the computer this is on is a quad core Opteron 275, 8 GB memory but Windows Server 2003 Enterprise 32 bit. Should I advise them to upgrade to a 64 bit OS? Any links to articles supporting this decision would really be appreciated. Anyway, any advice and help you may have is really appreciated.

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  • random() in python

    - by Arkapravo
    In python the function random() generates a random float uniformly in the semi-open range [0.0, 1.0). In principle can it ever generate 0.0 (i.e. zero) and 1.0 (i.e. unity)? What is the scenario in practicality?

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  • Random position without overlapping

    - by Hwang
    How to stop MCs from overlapping each other? private function loadWishes():void { for (i; i } } private function checkOverlap(wishB:MovieClip) { wishB.x=Math.random()*stage.stageWidth; wishB.y=Math.random()*stage.stageHeight; for (var i:uint=0; i This doesn't seems to be working cause the amount of it checking whether MC is overlapping is about the amount of MC on stage. how to make it keep checking till everything's fine?

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  • How would I create a random number?

    - by Elliot Bonneville
    How would I create a random number using C++? I've heard that one should use the time as a seed, but I'm not sure how to do that with the correct syntax. How would I do this? One more thing - how would I limit the random number to a particular range? I'm simulating a dice roll and getting numbers in the millions...

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  • how to generate a random String? in java

    - by chandra wibowo
    hi everyone, i have an object called Student, and it has studentName, studentId, studentAddress, etc. for the studentId, i have to generate random string consist of seven numeric charaters, eg. studentId = getRandomId(); studentId = "1234567" <-- from the random generator. and i have to make sure that there is no duplicate id. thanks in advance

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  • Interesting task using random numbers only

    - by psihodelia
    Given any number of the random real numbers from the interval [0,1] is there exist any method to construct a floating point number with zero decimal part? Your algorithm can use only random() function calls and no variables or constants. No constants and variables are allowed, no type casting is allowed. You can use for/while, if/else or any other programming language operands.

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  • Implementation of java.lang.Random in PHP and C

    - by justinhj
    I'm looking for a random number generator that I can run in PHP, C and Java that will always return the same sequence of numbers for a given seed. Here's the Java implementation I would use: java.util.random source Whilst this would be fairly straightforward to port to C and PHP, there is potentially a lot of work to get all the edge cases correct and handle differences in number representation. I'd be extremely happy to just copy and paste a fully tested version should it exist.

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  • Generate a random filename in unix shell

    - by R S
    Hello, I would like to generate a random filename in unix shell (say tcshell). The filename should consist of random 32 hex letters, e.g.: c7fdfc8f409c548a10a0a89a791417c5 (to which I will add whatever is neccesary). The point is being able to do it only in shell without resorting to a program.

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  • Generate 3 random number that sum to 1 in R

    - by user1034797
    I am hoping to create 3 (non-negative) quasi-random numbers that sum to one, and repeat over and over. Basically I am trying to partition something into three random parts over many trials. While I am aware of a= runif(3,0,1) I was thinking that I could use 1-a as the max in the next run if, but it seems messy. But these of course don't sum to one. Any thoughts, oh wise stackoverflow-ers?

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  • Code-Golf: Friendly Number Abbreviator

    - by David Murdoch
    Based on this question: Is there a way to round numbers into a friendly format? THE CHALLENGE - UPDATED! (removed hundreds abbreviation from spec) The shortest code by character count that will abbreviate an integer (no decimals). Code should include the full program. Relevant range is from 0 - 9,223,372,036,854,775,807 (the upper limit for signed 64 bit integer). The number of decimal places for abbreviation will be positive. You will not need to calculate the following: 920535 abbreviated -1 place (which would be something like 0.920535M). Numbers in the tens and hundreds place (0-999) should never be abbreviated (the abbreviation for the number 57 to 1+ decimal places is 5.7dk - it is unneccessary and not friendly). Remember to round half away from zero (23.5 gets rounded to 24). Banker's rounding is verboten. Here are the relevant number abbreviations: h = hundred (102) k = thousand (103) M = million (106) G = billion (109) T = trillion (1012) P = quadrillion (1015) E = quintillion (1018) SAMPLE INPUTS/OUTPUTS (inputs can be passed as separate arguments): First argument will be the integer to abbreviate. The second is the number of decimal places. 12 1 => 12 // tens and hundreds places are never rounded 1500 2 => 1.5k 1500 0 => 2k // look, ma! I round UP at .5 0 2 => 0 1234 0 => 1k 34567 2 => 34.57k 918395 1 => 918.4k 2134124 2 => 2.13M 47475782130 2 => 47.48G 9223372036854775807 3 => 9.223E // ect... . . . Original answer from related question (javascript, does not follow spec): function abbrNum(number, decPlaces) { // 2 decimal places => 100, 3 => 1000, etc decPlaces = Math.pow(10,decPlaces); // Enumerate number abbreviations var abbrev = [ "k", "m", "b", "t" ]; // Go through the array backwards, so we do the largest first for (var i=abbrev.length-1; i>=0; i--) { // Convert array index to "1000", "1000000", etc var size = Math.pow(10,(i+1)*3); // If the number is bigger or equal do the abbreviation if(size <= number) { // Here, we multiply by decPlaces, round, and then divide by decPlaces. // This gives us nice rounding to a particular decimal place. number = Math.round(number*decPlaces/size)/decPlaces; // Add the letter for the abbreviation number += abbrev[i]; // We are done... stop break; } } return number; }

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  • Batch number variable setter.

    - by eyefinity
    I need help with this batch file I'm working on, Basically everytime it does a task it should plus the variable %number% by one which works fine and all and then repeat over again doing a different task until its completed. This is the code which it uses to repeat I need a way of settings basically: set svn=%svn%%number% set svnlink=%svnlink%%number% set svnfolder=%svnfolder%%number% Instead I am using: if %number%==1 ( set svn=%svn1% set svnlink=%svnlink1% set svnfolder=%svnfolder1%) if %number%==2 ( set svn=%svn2% set svnlink=%svnlink2% set svnfolder=%svnfolder2%) if %number%==3 ( set svn=%svn3% set svnlink=%svnlink3% set svnfolder=%svnfolder3%) Which i really need to shorten as this goes up to number 20+ Is this possible? If you could help me, Thanks!

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  • How to do a random-and-unique generator?

    - by javaLearner.java
    I already wrote a random generator which take arguments a and b, where a is minimun and b is maximum value, like this randomGenerator(int a, int b) What I want to do next is: Using a loop, then generate unique number from a to b. Example: I want to have 8 unique numbers, int a = 1; int b = 10; int value; If I do the loop, there is a high % that same number will appear more than once. Any idea how to do it? My own way is: while(int i <= 8){ randomGenerator(a,b); // if value is not in array, then insert into array } I am stuck at the comment part. Is there any way to check if a variable is exists in an array?

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  • What parser generator do you recommend

    - by stefan.ciobaca
    I'm currently shopping for a FOSS parser generator for a project of mine. It has to support either C or C++. I've looked at bison/flex and at boost::spirit. I went from writing my own to spirit to bison to spirit to bison to spirit, each time hit by some feature I found unpleasant. The thing I hate most about bison/flex is that they actually generate C/C++ source for you. There are a number of disadvantages to this, e.g. debugging. I like spirit from this point of view, but I find it very very heavy on syntax. I am curious about what you are using, what you would recommend, and general thoughts about the state of the art in parser generators. I am also curious to hear about approaches being used in other languages for parsing problems.

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  • Example of code generator you made from scratch?

    - by rosscj2533
    What are some examples of code generators you have used? I think it's a cool idea, but I have trouble thinking of things they can do besides make a class based on an object's attributes/database schema (as described in The Pragmatic Programmer). What language did you write them in and what language did they output? Edit: Thanks for the responses so far. What I am really looking for is examples of code generators made from scratch for some certain purpose. I mentioned it in the title, but didn't make it very clear in my question. How did you go about making a code generator on your own and what specificly did it achieve?

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  • Customising Symfony Admin Generator Form

    - by Rich
    Hi, I've generated the backend of my application, and am now just 'jazzing' the forms up (adding correct labels, validation rules etc). One thing I'd like to do is add a map (Google) which updates the marker as an address is entered into the form, then allows the user to drag it to correct the lat/lng should it be a little off. My question is, how can I customise the output of the form - I've read the docs (1.0,1.1,1.2 also) and it all seems very confusing. Customising forms not generated with the admin generator I know how to do using renderRow(); etc; but finding a way to add a little bit of HTML to the forms is making my eyes hurt! There's so much out of date stuff on the web regarding Symfony it's hard to know what to trust! If anyone can point me in the right direction that'd be great. Best Regards, Rich

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  • compute mean in python for a generator

    - by nmaxwell
    Hi, I'm doing some statistics work, I have a (large) collection of random numbers to compute the mean of, I'd like to work with generators, because I just need to compute the mean, so I don't need to store the numbers. The problem is that numpy.mean breaks if you pass it a generator. I can write a simple function to do what I want, but I'm wondering if there's a proper, built-in way to do this? It would be nice if I could say "sum(values)/len(values)", but len doesn't work for genetators, and sum already consumed values. here's an example: import numpy def my_mean(values): n = 0 Sum = 0.0 try: while True: Sum += next(values) n += 1 except StopIteration: pass return float(Sum)/n X = [k for k in range(1,7)] Y = (k for k in range(1,7)) print numpy.mean(X) print my_mean(Y) these both give the same, correct, answer, buy my_mean doesn't work for lists, and numpy.mean doesn't work for generators. I really like the idea of working with generators, but details like this seem to spoil things. thanks for any help -nick

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  • Using boost::random as the RNG for std::random_shuffle

    - by Greg Rogers
    I have a program that uses the mt19937 random number generator from boost::random. I need to do a random_shuffle and want the random numbers generated for this to be from this shared state so that they can be deterministic with respect to the mersenne twister's previously generated numbers. I tried something like this: void foo(std::vector<unsigned> &vec, boost::mt19937 &state) { struct bar { boost::mt19937 &_state; unsigned operator()(unsigned i) { boost::uniform_int<> rng(0, i - 1); return rng(_state); } bar(boost::mt19937 &state) : _state(state) {} } rand(state); std::random_shuffle(vec.begin(), vec.end(), rand); } But i get a template error calling random_shuffle with rand. However this works: unsigned bar(unsigned i) { boost::mt19937 no_state; boost::uniform_int<> rng(0, i - 1); return rng(no_state); } void foo(std::vector<unsigned> &vec, boost::mt19937 &state) { std::random_shuffle(vec.begin(), vec.end(), bar); } Probably because it is an actual function call. But obviously this doesn't keep the state from the original mersenne twister. What gives? Is there any way to do what I'm trying to do without global variables?

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  • Hausman Test, Fixed/random effects in SAS?

    - by John
    Hey guys, I'm trying to do a fixed effecs OLS regression, a random effects OLS Regression and a Hausman test to back up my choice for one of those models. Alas, there does not seem to be a lot of information of what the code looks like when you want to do this. I found for the Hausman test that proc model data=one out=fiml2; endogenous y1 y2; y1 = py2 * y2 + px1 * x1 + interc; y2 = py1* y1 + pz1 * z1 + d2; fit y1 y2 / ols 2sls hausman; instruments x1 z1; run; you do something like this. However, I do not have the equations in the middle, which i assume to be the fixed and random effects models? On an other site I found that PROC TSCSREG automatically displays the Hausman test, unfortunately this does not work either. When I type PROC TSCSREG data = clean; data does not become blue meaning SAS does not recognize this as a type of data input? proc tscsreg data = clean; var nof capm_erm sigma cv fvyrgro meanest tvol bmratio size ab; run; I tried this but obviously doesn't work since it does not recognize the data input, I've been searching but I can't seem to find a proper example of how the code of an hausman test looks like. On the SAS site I neither find the code one has to use to perform a fixed/random effects model. My data has 1784 observations, 578 different firms (cross section?) and spans over a 2001-2006 period in months. Any help?

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  • random data using php & mysql

    - by Prakash
    I have mysql database structure like below: CREATE TABLE test ( id int(11) NOT NULL auto_increment, title text NULL, tags text NULL, PRIMARY KEY (id) ); data on field tags is stored as a comma separated text like html,php,mysql,website,html etc... now I need create an array that contains around 50 randomly selected tags from random records. currently I am using rand() to select 15 random mysql data from database and then holding all the tags from 15 records in an array. Then I am using array_rand() for randomizing the array and selecting only 50 random records. $query=mysql_query("select * from test order by id asc, RAND() limit 15"); $tags=""; while ($eachData=mysql_fetch_array($query)) { $additionalTags=$eachData['tags']; if ($tags=="") { $tags.=$additionalTags; } else { $tags.=$tags.",".$additionalTags; } } $tags=explode(",", $tags); $newTags=array(); foreach ($tags as $tag) { $tag=trim($tag); if ($tag!="") { if (!in_array($tag, $newTags)) { $newTags[]=$tag; } } } $random_newTags=array_rand($newTags, 50); Now I have huge records on the database, and because of that; rand() is performing very slow and sometimes it doesn't work. So can anyone let me know how to handle this situation correctly so that my page will work normally.

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  • Very slow guards in my monadic random implementation (haskell)

    - by danpriduha
    Hi! I was tried to write one random number generator implementation, based on number class. I also add there Monad and MonadPlus instance. What mean "MonadPlus" and why I add this instance? Because of I want to use guards like here: -- test.hs -- import RandomMonad import Control.Monad import System.Random x = Rand (randomR (1 ::Integer, 3)) ::Rand StdGen Integer y = do a <-x guard (a /=2) guard (a /=1) return a here comes RandomMonad.hs file contents: -- RandomMonad.hs -- module RandomMonad where import Control.Monad import System.Random import Data.List data RandomGen g => Rand g a = Rand (g ->(a,g)) | RandZero instance (Show g, RandomGen g) => Monad (Rand g) where return x = Rand (\g ->(x,g)) (RandZero)>>= _ = RandZero (Rand argTransformer)>>=(parametricRandom) = Rand funTransformer where funTransformer g | isZero x = funTransformer g1 | otherwise = (getRandom x g1,getGen x g1) where x = parametricRandom val (val,g1) = argTransformer g isZero RandZero = True isZero _ = False instance (Show g, RandomGen g) => MonadPlus (Rand g) where mzero = RandZero RandZero `mplus` x = x x `mplus` RandZero = x x `mplus` y = x getRandom :: RandomGen g => Rand g a ->g ->a getRandom (Rand f) g = (fst (f g)) getGen :: RandomGen g => Rand g a ->g -> g getGen (Rand f) g = snd (f g) when I run ghci interpreter, and give following command getRandom y (mkStdGen 2000000000) I can see memory overflow on my computer (1G). It's not expected, and if I delete one guard, it works very fast. Why in this case it works too slow? What I do wrong?

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  • Five unique, random numbers from a subset

    - by tau
    I know similar questions come up a lot and there's probably no definitive answer, but I want to generate five unique random numbers from a subset of numbers that is potentially infinite (maybe 0-20, or 0-1,000,000). The only catch is that I don't want to have to run while loops or fill an array. My current method is to simply generate five random numbers from a subset minus the last five numbers. If any of the numbers match each other, then they go to their respective place at the end of the subset. So if the fourth number matches any other number, it will bet set to the 4th from the last number. Does anyone have a method that is "random enough" and doesn't involve costly loops or arrays? Please keep in mind this a curiosity, not some mission-critical problem. I would appreciate it if everyone didn't post "why are you having this problem?" answers. I am just looking for ideas. Thanks a lot!

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  • Using boost::random to select from an std::list where elements are being removed

    - by user144182
    See this related question on more generic use of the Boost Random library. My questions involves selecting a random element from an std::list, doing some operation, which could potentally include removing the element from the list, and then choosing another random element, until some condition is satisfied. The boost code and for loop look roughly like this: // create and insert elements into list std::list<MyClass> myList; //[...] // select uniformly from list indices boost::uniform_int<> indices( 0, myList.size()-1 ); boost::variate_generator< boost::mt19937, boost::uniform_int<> > selectIndex(boost::mt19937(), indices); for( int i = 0; i <= maxOperations; ++i ) { int index = selectIndex(); MyClass & mc = myList.begin() + index; // do operations with mc, potentially removing it from myList //[...] } My problem is as soon as the operations that are performed on an element result in the removal of an element, the variate_generator has the potential to select an invalid index in the list. I don't think it makes sense to completely recreate the variate_generator each time, especially if I seed it with time(0).

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