using a seed for normal random number

Hi,

I am using the following code in a simulation. I need to use a seed to generate the same random numbers. can you please help me with it?

thanks

a0 = 0.1; a1 = 0.4;

epsi=zeros(3000,1);
simsig=zeros(3000,1);

for i = 1:3000
                 if (i==1) 
                     simsig(i) = a0/(1-a1) ;
                     s=(simsig(i))^0.5;
                     epsi(i) = normrnd(0,1) * s;
                 else
                     simsig(i) = a0+ a1*(epsi(i-1))^2;
                     s=(simsig(i))^0.5;
                     epsi(i) = normrnd(0,1) * s;
                 end
end

Answer 1

[Peter Perkins]

dav, as long as you're using a fairly recent version of MATLAB, the rng function is what you want to use. For reproduceability, you can probably just use something like

rng(seed)

but this page

http://www.mathworks.com/help/matlab/math/controlling-random-number-generation.html

describes a whole set of scenarios.

[dav]

thanks..