Problem with generating random numbers when performing a Monte carlo simulation in Matlab ?
2 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hi there,
I am performing a Monte carlo simulation and this is the code for it.
clc; clear all;
num_simulations = 1000 ;
P_init = repmat(5,10,1)
numAC = length(P_init) ;
sumReduction = zeros(num_simulations,1);
for i = 1 : num_simulations
DRM_levels = [0.25, 0.5, 0.75, 1.0]';
DRM_prob = [.25, .25, .25, .25];
s = RandStream('mlfg6331_64');
ReductionLevelsVector = randsample(s, DRM_levels , numAC, true, DRM_prob);
ActualReduction = P_init .* ReductionLevelsVector ;
sumReduction(i) = sum(ActualReduction) ;
end
However after performing num_simulations iterations I find that I am ended up getting the same result for sumReduction in each iteration. Is there something wrong with the Random number generator I am using, so it continues to generate the same random number at each iteration.
Can anyone please help me with this ?
Thanks.
3 commentaires
Pradeep Jangid
le 1 Avr 2021
Hello Gayan Lankeshwara
When I run your code after writing randstrem before loop. But when I made plot of xcorr(sumReduction), It's almost trinangle. It means there is no chnge in correltion. Please help If I'm wrong.
Réponses (0)
Voir également
Catégories
En savoir plus sur Whos dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!