[Gretl-devel] 'seed'

[Riccardo Jack Lucchetti]

On Tue, August 29, 2006 18:04, Ignacio Diaz-Emparanza wrote:
> ¿Another bug?
>
> With the current Windows snapshot (build 8/22/2006) I was checking if
> the new "seed" option in the /add/normal/random variable/normal dialog
> box works. Datafile data9-9 was opened, I selected the above entry in
> the menu, I put "3" in the seed box, and generated a normal (0,1)
> variable with name "norm", I repeated the operation changing the name
> to norm2, and the result was:
>
>     Obs          norm        norm2
>
>   1976:1      1,232701    -0,017542
>   1976:2     -1,862191     0,237066
>   1976:3      1,277692     1,959801
>   1976:4      0,033582    -1,375184
>   1977:1     -0,739636     0,817394
>   1977:2 ...
>
> The funny thing is that if I close gretl and repeat exactly the same
> procedure, exactly the same values are generated.
>  I also tried opening a new gretl session an calling the first
> variable "norm2", and the second "norm", the result was
>
>      Obs         norm2         norm
>
>   1976:1      1,232701    -0,017542
>   1976:2     -1,862191     0,237066
>   1976:3      1,277692     1,959801
>   1976:4      0,033582    -1,375184
>   1977:1     -0,739636     0,817394
>   1977:2     ...
>
> ¿Is this behavior correct?

Well, yes (unless I've misunderstood your point). That's the whole point of
setting a seed, you ensure the same set of psuedo-rv get generated each time.
The seed gives you the "starting point" of the generator, and from that point
on each pseudo-rv you generate comes from a deterministic sequence.
Compare with:

set seed 3
genr norm=normal()
set seed 3
genr norm2=normal()
print norm norm2 --byobs

and you get

     Obs          norm        norm2

    1:01      1.232701     1.232701
    1:02     -1.862191    -1.862191
    1:03      1.277692     1.277692
    1:04      0.033582     0.033582

...

The thing is, you typically set the seed once and for all within a session; it
may be slightly misleading to have the choice to set the seed each time you
generate a pseudo-rv. Maybe it'd be better to move the text box for setting
the seed under "Tools/Preferences/General"?



Riccardo "Jack" Lucchetti
Dipartimento di Economia
Facoltà di Economia "G. Fuà"
Ancona