[SciPy-dev] Monte Carlo package

[Robert Kern]

Ed Schofield wrote:
> Robert Kern wrote:
> 
>>So there's no way for the user to specify a seed? That's not acceptable for
>>scientific use. Preferably, I should be able to pass in a
>>numpy.random.RandomState object ...
> 
> If by 'scientific use' you mean cryptography, I'd agree with you.  But
> for most Monte Carlo applications (yes, scientific ones) a
> user-definable seed is a luxury, not a necessity.

No, it really is a necessity. I need to be able to do Monte Carlo runs
repeatably. If nothing else, we need to be able to write unit tests that test
the same thing every time.

>>Actually, I won't accept an XORshift PRNG either unless if it
>>addresses the issues discussed in this paper
> 
> Robert, your tone is arrogant.  By saying that *you* won't accept it,
> you are implying that you are in charge.  Remember that SciPy is a
> community project.  This means we take joint decisions, and are polite
> to each other. 

No, what I am trying to imply is that I can't accept such code for my own use
just like I can't accept POSIX rand() or RANLIB ranf(). However, as I am also a
Scipy developer with experience in this field, I will also vote against
including bad XORshift PRNGs. I don't pretend that my acceptance is
determinative, though.

-- 
Robert Kern
robert.kern at gmail.com

"In the fields of hell where the grass grows high
 Are the graves of dreams allowed to die."
  -- Richard Harter