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random number generator for scientific simulation purposes
Various sources have pointed out problems when using Microsoft Excel's
built-in random number generator for scientific purposes (e.g., see http://en.wikibooks.org/wiki/Statist...to r_of_Excel and the cited references). I would like to use Excel and VBA for developing a simulation with statistically valid results. Could anyone please suggest a DLL or plug-in that I can access from within Excel or VBA that will allow me to generate pseudorandom numbers with high statistical levels of randomness? In simulation, it can be useful to have separate random number streams (e.g., separate streams of random numbers for arrival times, processing times, etc.). Hopefully the random number tool would support this. I would like to be able to freely distribute my Excel/VBA simulations for academic teaching purposes, so hopefully whatever random number tool I use would support distribution for those purposes. If I have to, I could use a commercial, non-shareable product for my own internal research for which I hope to publish my results, and then use some freeware random number product for teaching purposes where the requirements for scientific / statistical purity are not so high. Has anyone ever used the GNU Scientific Library as a DLL accessed from within VBA? Thank you for your help and advice! |
#2
Posted to microsoft.public.excel.programming
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random number generator for scientific simulation purposes
See:
http://groups.google.com/group/micro...ring=d&rnum=19 -- Gary''s Student - gsnu2007e " wrote: Various sources have pointed out problems when using Microsoft Excel's built-in random number generator for scientific purposes (e.g., see http://en.wikibooks.org/wiki/Statist...to r_of_Excel and the cited references). I would like to use Excel and VBA for developing a simulation with statistically valid results. Could anyone please suggest a DLL or plug-in that I can access from within Excel or VBA that will allow me to generate pseudorandom numbers with high statistical levels of randomness? In simulation, it can be useful to have separate random number streams (e.g., separate streams of random numbers for arrival times, processing times, etc.). Hopefully the random number tool would support this. I would like to be able to freely distribute my Excel/VBA simulations for academic teaching purposes, so hopefully whatever random number tool I use would support distribution for those purposes. If I have to, I could use a commercial, non-shareable product for my own internal research for which I hope to publish my results, and then use some freeware random number product for teaching purposes where the requirements for scientific / statistical purity are not so high. Has anyone ever used the GNU Scientific Library as a DLL accessed from within VBA? Thank you for your help and advice! |
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