Statistical Test for Random Number Generators
조회 수: 22 (최근 30일)
이전 댓글 표시
This document is very well explained by testing random number generators..
Is there somewhere MATLAB functions of these tests?
댓글 수: 0
답변 (2개)
Thomas
2012년 4월 25일
You could try
runstest - Run test for randomness
Not sure if MATLAB has anymore..
댓글 수: 0
Peter Perkins
2012년 4월 25일
편집: John Kelly
2015년 3월 2일
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.
댓글 수: 0
참고 항목
카테고리
Help Center 및 File Exchange에서 Random Number Generation에 대해 자세히 알아보기
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!