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Author SHA1 Message Date
Markus Buhatem Koch 46dac64ec7
Test multiple seed for random number generators
Like we talked on 09/26, DiffyQ-SimCAD must allow the user to seed each one of their environmental processes independently. If we use numpy.random.<randomizerFunction> directly, this means we need to run every environmental process for all steps and all montecarlo before running the next environmental process. However, using the design in this PoC, we can have one RandomState object per exogenous state and have each one of them be independently seeded.
2018-09-27 17:09:59 -03:00
1 changed files with 107 additions and 0 deletions

107
Random, multiseed.ipynb Normal file
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"source": [
"import numpy as np"
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"source": [
"np.random.seed(1)\n",
"print(np.random.randint(1000))\n",
"print(np.random.randint(1000))\n",
"print(np.random.randint(1000))"
]
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"source": [
"np.random.seed(2)\n",
"print(np.random.randint(1000))\n",
"print(np.random.randint(1000))\n",
"print(np.random.randint(1000))"
]
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"source": [
"a = np.random.RandomState(1)\n",
"b = np.random.RandomState(2)\n",
"print(\"a: \"+str(a.randint(1000)))\n",
"print(\"b: \"+str(b.randint(1000)))\n",
"print(\"a: \"+str(a.randint(1000)))\n",
"print(\"b: \"+str(b.randint(1000)))\n",
"print(\"a: \"+str(a.randint(1000)))\n",
"print(\"b: \"+str(b.randint(1000)))"
]
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