![]() ![]() ![]() See Latin Hypercube Versus Monte Carlo Sampling or the manual for more details. The sampling done to generate random numbers during a simulation in may be Monte Carlo, or it may be Latin Hypercube, depending on which Sampling Type is chosen in the Simulation Settings dialog. If the Multiple Simulations Use Different Seed Values box is not checked, and the Fixed option is active, the same seed will be used both within and between multiple simulation Monte Carlo vs.If the Multiple Simulations Use Different Seed Values box is not checked, and the Choose Randomly option is active, each simulation within a multiple simulation run will use the same seed, but a different seed will be used for each run.If the Multiple Simulations Use Different Seed Values box is checked, and the Fixed option is active, each simulation in a multiple simulation run will use a different seed, but the same sequence of seed values will be used each time the run is executed.If the Multiple Simulations Use Different Seed Values box is checked, and the Choose Randomly option is active, will use a different seed each simulation in a multiple simulation run.(RiskSeed() is ignored when used with correlated distributions.) You can also use a RiskSeed() property function on an input distribution to give that distribution its own sequence of random numbers, independent of the seed used for the overall simulation. (Both of these statements assume that you're using the same release of on the identical model and that nothing in the model is volatile see Reproducibility, below.) With a finished model, you can send the model to someone else and know that if they run a simulation they will get the same results you got. When you are developing your model, or making changes to an existing model, if you have a fixed random number seed then you can see clearly how any changes in your model affected the results. Why choose a fixed seed? There are two main reasons. If the Choose Randomly option is active, a random seed is chosen based on the computer's clock. If the Fixed option is chosen, the result from your simulation will not change each time it is run (unless you have changed your model or added some random factor out of control). The seed value may be chosen randomly in Simulation Settings by activating the Choose Randomly option, or you can specify a fixed seed by activating the Fixed option and then entering a seed value that is an integer between 483647. In the Simulation Settings dialog box, you can set the random number seed. The method used to generate the random variables for all distributions is inverse transform, but the exact algorithms are proprietary. The starting seed (if not set manually) is clock dependent, not machine dependent. Press et al ( References, below) say that the period is effectively infinite. The cycle time is long enough that in our testing the cycle time has had no effect on our simulations. The random number generator used in is a portable random number generator based on a subtractive method, not linear congruential. ![]() Tell me more about the algorithm that generates random numbers in What is the difference between a fixed seed and a random seed? How does this work when executing a multiple simulation run? Why might my model not be reproducible even though I am using a fixed seed? Random Number Generation, Seed Values, and ReproducibilityĪpplies for Excel 4 and for Project Developer's Kit 4.x Random Number Generation, Seed Values, and ReproducibilityĢ.21. ![]()
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