Search Results

Search found 8 results on 1 pages for 'montecarlo'.

Page 1/1 | 1 

• Quantis Quantum Random Number Generator (QRNG) - any reviews?

  - by Tim Post

  I am thinking about getting one of these (PCI) to set up an internal entropy pool similar to this service who incidentally brought us fun captcha challenges. Prior to lightening my wallet, I'm hoping to gather feedback from people who may be using this device. As there is no possible 'correct' answer, I am making this CW and tagging it as subjective. I'm undertaking a project to help write Monte Carlo simulations for a non profit that distributes mosquito nets in Malaria stricken areas. The idea is to model areas to determine the best place to distribute mosquito nets. During development, I expect to consume gigs if not more of the RNG output. We really need our own source. Is this device reliable? Does it have to be re-started often? Is its bandwidth really as advertised? It passes all tests, as far as randomness goes (i.e. NIST/DIEHARD). What I don't want is something in deadlock due to some ioctl in disk sleep that does nothing but radiate heat. This is not a spamvertisement, I'm helping out of pocket and I really, really want to know if such a large purchase will bear fruit. I can't afford to build a HRNG based on radioactive decay, this looks like the next best thing. Any comments are appreciated. I will earn zero rep for this, please do not vote to close. This is no different than questions regarding the utilization of some branded GPU for some odd purpose. Answers pointing to other solutions will be gladly accepted, I'm not married to this idea.

  Read the article

• C# Monte Carlo Incremental Risk Calculation optimisation, random numbers, parallel execution

  - by m3ntat

  My current task is to optimise a Monte Carlo Simulation that calculates Capital Adequacy figures by region for a set of Obligors. It is running about 10 x too slow for where it will need to be in production and number or daily runs required. Additionally the granularity of the result figures will need to be improved down to desk possibly book level at some stage, the code I've been given is basically a prototype which is used by business units in a semi production capacity. The application is currently single threaded so I'll need to make it multi-threaded, may look at System.Threading.ThreadPool or the Microsoft Parallel Extensions library but I'm constrained to .NET 2 on the server at this bank so I may have to consider this guy's port, http://www.codeproject.com/KB/cs/aforge_parallel.aspx. I am trying my best to get them to upgrade to .NET 3.5 SP1 but it's a major exercise in an organisation of this size and might not be possible in my contract time frames. I've profiled the application using the trial of dotTrace (http://www.jetbrains.com/profiler). What other good profilers exist? Free ones? A lot of the execution time is spent generating uniform random numbers and then translating this to a normally distributed random number. They are using a C# Mersenne twister implementation. I am not sure where they got it or if it's the best way to go about this (or best implementation) to generate the uniform random numbers. Then this is translated to a normally distributed version for use in the calculation (I haven't delved into the translation code yet). Also what is the experience using the following? http://quantlib.org http://www.qlnet.org (C# port of quantlib) or http://www.boost.org Any alternatives you know of? I'm a C# developer so would prefer C#, but a wrapper to C++ shouldn't be a problem, should it? Maybe even faster leveraging the C++ implementations. I am thinking some of these libraries will have the fastest method to directly generate normally distributed random numbers, without the translation step. Also they may have some other functions that will be helpful in the subsequent calculations. Also the computer this is on is a quad core Opteron 275, 8 GB memory but Windows Server 2003 Enterprise 32 bit. Should I advise them to upgrade to a 64 bit OS? Any links to articles supporting this decision would really be appreciated. Anyway, any advice and help you may have is really appreciated.

  Read the article

• Why use Monte-Carlo method?

  - by Gili

  When should the Monte-Carlo method be used? For example, why did Joel decide to use the Monte-Carlo method for Evidence Based Scheduling instead of methodically processing all user data for the past year?

  Read the article

• Is there a C# library that will perform the Excel NORMINV function?

  - by Portman

  I'm running some Monte Carlo simulations and making extensive use of the Excel function NORM.INV using Office Interrop. This functions takes three arguments (probability, average, standard deviation) and returns the inverse of the cumulative distribution. I'd like to move my code into a web app, but that will require installing Excel on the server. Does anybody know of a C# statistics library that has an equivalent function to NORM.INV?

  Read the article

• Limit a program's execution time in C (Monte Carlo technique)

  - by rrs90

  I am working on a project which has no determined algorithm to solve using C language. I am Using Monte Carlo technique for solving that problem. And the number of random guesses I want to limit to the execution time specified by the user. This means I want to make full use of the execution time limit defined by the user (as a command line argument) to make as many random iterations as possible. Can I check the execution time elapsed so far for a loop condition. Eg: for(trials=0;execution_time P.S. I am using code blocks 10.05 for coding and GNU compiler.

  Read the article

• C# Monte Carlo Simulation Package Needed

  - by Yunzhou

  I'm relative new to C# and doing a project using Monte Carlo Simulation. Basically my question is the following. I have two uncertain variable inputs, A and B, and they will go through a model and give an output C. So C = f(A,B). I know A's probability distribution (Triangular) and B's probability distribution (Discrete). How can I get the probability distribution of C? What I have done now is that I can generate random numbers based on A's triangular distribution as well as B's discrete distribution. Each pair of randomly generated A and B gives a resultant C. I've run this model 1000 times thus I can get 1000 possible values of C. The difficulty is to get the corresponding probabilities of each value of C. Obviously it's not 1/1000 unless C is uniformly distributed. Is there any Monte Carlo Simulation package/library I can use?

  Read the article

• Running an allocation simulation repeatedly breaks after the first run.

  - by Az

  Background I have a bunch of students, their desired projects and the supervisors for the respective projects. I'm running a battery of simulations to see which projects the students end up with, which will allow me to get some useful statistics required for feedback. So, this is essentially a Monte-Carlo simulation where I'm randomising the list of students and then iterating through it, allocating projects until I hit the end of the list. Then the process is repeated again. Note that, within a single session, after each successful allocation of a project the following take place: + the project is set to allocated and cannot be given to another student + the supervisor has a fixed quota of students he can supervise. This is decremented by 1 + Once the quota hits 0, all the projects from that supervisor become blocked and this has the same effect as a project being allocated Code def resetData(): for student in students.itervalues(): student.allocated_project = None for supervisor in supervisors.itervalues(): supervisor.quota = 0 for project in projects.itervalues(): project.allocated = False project.blocked = False The role of resetData() is to "reset" certain bits of the data. For example, when a project is successfully allocated, project.allocated for that project is flipped to True. While that's useful for a single run, for the next run I need to be deallocated. Above I'm iterating through thee three dictionaries - one each for students, projects and supervisors - where the information is stored. The next bit is the "Monte-Carlo" simulation for the allocation algorithm. sesh_id = 1 for trial in range(50): for id in randomiseStudents(1): stud_id = id student = students[id] if not student.preferences: # Ignoring the students who've not entered any preferences for rank in ranks: temp_proj = random.choice(list(student.preferences[rank])) if not (temp_proj.allocated or temp_proj.blocked): alloc_proj = student.allocated_proj_ref = temp_proj.proj_id alloc_proj_rank = student.allocated_rank = rank successActions(temp_proj) temp_alloc = Allocated(sesh_id, stud_id, alloc_proj, alloc_proj_rank) print temp_alloc # Explained break sesh_id += 1 resetData() # Refer to def resetData() above All randomiseStudents(1) does is randomise the order of students. Allocated is a class defined as such: class Allocated(object): def __init__(self, sesh_id, stud_id, alloc_proj, alloc_proj_rank): self.sesh_id = sesh_id self.stud_id = stud_id self.alloc_proj = alloc_proj self.alloc_proj_rank = alloc_proj_rank def __repr__(self): return str(self) def __str__(self): return "%s - Student: %s (Project: %s - Rank: %s)" %(self.sesh_id, self.stud_id, self.alloc_proj, self.alloc_proj_rank) Output and problem Now if I run this I get an output such as this (truncated): 1 - Student: 7720 (Project: 1100241 - Rank: 1) 1 - Student: 7832 (Project: 1100339 - Rank: 1) 1 - Student: 7743 (Project: 1100359 - Rank: 1) 1 - Student: 7820 (Project: 1100261 - Rank: 2) 1 - Student: 7829 (Project: 1100270 - Rank: 1) . . . 1 - Student: 7822 (Project: 1100280 - Rank: 1) 1 - Student: 7792 (Project: 1100141 - Rank: 7) 2 - Student: 7739 (Project: 1100267 - Rank: 1) 3 - Student: 7806 (Project: 1100272 - Rank: 1) . . . 45 - Student: 7806 (Project: 1100272 - Rank: 1) 46 - Student: 7714 (Project: 1100317 - Rank: 1) 47 - Student: 7930 (Project: 1100343 - Rank: 1) 48 - Student: 7757 (Project: 1100358 - Rank: 1) 49 - Student: 7759 (Project: 1100269 - Rank: 1) 50 - Student: 7778 (Project: 1100301 - Rank: 1) Basically, it works perfectly for the first run, but on subsequent runs leading upto the nth run, in this case 50, only a single student-project allocation pair is returned. Thus, the main issue I'm having trouble with is figuring out what is causing this anomalous behaviour especially since the first run works smoothly. Thanks in advance, Az

  Read the article

• CodePlex Daily Summary for Wednesday, June 05, 2013

  CodePlex Daily Summary for Wednesday, June 05, 2013Popular ReleasesQlikView Extension - Animated Scatter Chart: Animated Scatter Chart - v1.0: Version 1.0 including Source Code qar File Example QlikView application Tested With: Browser Firefox 20 (x64) Google Chrome 27 (x64) Internet Explorer 9 QlikView QlikView Desktop 11 - SR2 (x64) QlikView Desktop 11.2 - SR1 (x64) QlikView Ajax Client 11.2 - SR2 (based on x64)BarbaTunnel: BarbaTunnel 7.2: Warning: HTTP Tunnel is not compatible with version 6.x and prior, HTTP packet format has been changed. Check Version History for more information about this release.Web Pages CMS: 0.5: First public releaseHarvester - Debug Viewer for Trace, NLog & Log4Net: v2.0.1 (.NET 4.0): Minor Updates Fixed incorrect process naming being displayed if process ID reassigned before cache invalidated. Fixed incorrect event type/source for TraceListener.TraceData methods. Updated NLog package references. Official Documentation Moved to GitHub http://cbaxter.github.com/Harvester Official Source Moved to GitHub https://github.com/cbaxter/HarvesterSuperWebSocket, a .NET WebSocket Server: SuperWebSocket 0.8: This release includes these changes below: Upgrade SuperSocket to 1.5.3 which is much more stable Added handshake request validating api (WebSocketServer.ValidateHandshake(TWebSocketSession session, string origin)) Fixed a bug that the m_Filters in the SubCommandBase can be null if the command's method LoadSubCommandFilters(IEnumerable<SubCommandFilterAttribute> globalFilters) is not invoked Fixed the compatibility issue on Origin getting in the different version protocols Marked ISub...Impulse Media Player: Impulse Media Player 3.3.1.0: EchoNest Analyzer introduced Similar track feature (social tab) Last played tracks can be removed permanently pitch / tempo bar can be hiddenBlackJumboDog: Ver5.9.0: 2013.06.04 Ver5.9.0 (1) ?????????????????????????????????($Remote.ini Tmp.ini) (2) ThreadBaseTest?? (3) ????POP3??????SMTP???????????????? (4) Web???????、?????????URL??????????????? (5) Ftp???????、LIST?????????????? (6) ?????????????????????Media Companion: Media Companion MC3.569b: New* Movies - Autoscrape/Batch Rescrape extra fanart and or extra thumbs. * Movies - Alternative editor can add manually actors. * TV - Batch Rescraper, AutoScrape extrafanart, if option enabled. Fixed* Movies - Slow performance switching to movie tab by adding option 'Disable "Not Matching Rename Pattern"' to Movie Preferences - General. * Movies - Fixed only actors with images were scraped and added to nfo * Movies - Fixed filter reset if selected tab was above Home Movies. * Updated Medi...Nearforums - ASP.NET MVC forum engine: Nearforums v9.0: Version 9.0 of Nearforums with great new features for users and developers: SQL Azure support Admin UI for Forum Categories Avoid html validation for certain roles Improve profile picture moderation and support Warn, suspend, and ban users Web administration of site settings Extensions support Visit the Roadmap for more details. Webdeploy package sha1 checksum: 9.0.0.0: e687ee0438cd2b1df1d3e95ecb9d66e7c538293b eReading: eReading: ????，??CPU???????。 ??????????。Microsoft Ajax Minifier: Microsoft Ajax Minifier 4.93: Added -esc:BOOL switch (CodeSettings.AlwaysEscapeNonAscii property) to always force non-ASCII character (ch > 0x7f) to be escaped as the JavaScript \uXXXX sequence. This switch should be used if creating a Symbol Map and outputting the result to the a text encoding other than UTF-8 or UTF-16 (ASCII, for instance). Fixed a bug where a complex comma operation is the operand of a return statement, and it was looking at the wrong variable for possible optimization of = to just .VG-Ripper & PG-Ripper: VG-Ripper 2.9.42: changes NEW: Added Support for "GatASexyCity.com" links NEW: Added Support for "ImgCloud.co" links NEW: Added Support for "ImGirl.info" links NEW: Added Support for "SexyImg.com" links FIXED: "ImageBam.com" linksDocument.Editor: 2013.22: What's new for Document.Editor 2013.22: Improved Bullet List support Improved Number List support Minor Bug Fix's, improvements and speed upsCarrotCake, an ASP.Net WebForms CMS: Binaries and PDFs - Zip Archive (v. 4.3 20130528): Features include a content management system and a robust featured blogging engine. This includes configurable date based blog post URLs, blog post content association with categories and tags, assignment/customization of category and tag URL patterns, simple blog post feedback collection and review, blog post pagination/indexes, designation of default blog page (required to make search, category links, or tag links function), URL date formatting patterns, RSS feed support for posts and pages...PHPExcel: PHPExcel 1.7.9: See Change Log for details of the new features and bugfixes included in this release, and methods that are now deprecated.Droid Explorer: Droid Explorer 0.8.8.10 Beta: Fixed issue with some people having a folder called "android-4.2.2" in their build-tools path. - 16223 patterns & practices: Data Access Guidance: Data Access Guidance Drop3 2013.05.31: Drop 3DotNet.Highcharts: DotNet.Highcharts 2.0 with Examples: DotNet.Highcharts 2.0 Tested and adapted to the latest version of Highcharts 3.0.1 Added new chart types: Arearange, Areasplinerange, Columnrange, Gauge, Boxplot, Waterfall, Funnel and Bubble Added new type PercentageOrPixel which represents value of number or number with percentage. Used for sizes, width, height, length, etc. Removed inheritances in YAxis option classes. Closed issues: 682: Missing property - XAxisPlotLinesLabel.Text 688: backgroundColor and plotBackgroundColor are...Umbraco CMS: Umbraco 6.1.1: Source codeLooking for the source code? We're not uploading that as a zip file any more because you can already get it from CodePlex, click this link and hit the "Download" link. BlogRead the release blog post for 6.1.0. Read the release blog post for 6.1.1. Getting Started Read the installation documentation: http://our.umbraco.org/documentation/Installation/ Check the free foundation videos on how to get started building Umbraco sites. They're available from: Introduction for webmasters:...Composite C1 CMS - Open Source on .NET: Composite C1 4.0 (release candidate): Composite C1 4.0 (4.0.4897.31550) (release candidate) Write a review for this release Getting started If you are new to Composite C1 and want to install it: http://docs.composite.net/Getting-started What's new in Composite C1 4.0 The following are highlights of major changes since Composite C1 3.2: General user features: Uploads up to 512MB accepted in the media archive New “Block Selector” in Visual Editor – enable users to create styled div, blockquote etc. elements (not yet availabl...New ProjectsApiDoc: ApiDoc is a library for creating your own API documentation similar to the MSDN directly from your assembly and /// Xml comments without source code.Associativy Internal Link Graph Builder: Orchard module for automatically creating Associativy graphs (http://associativy.com/) from internal links.Azure Business App Scale Proof of Concepts: This is actually a series of proof of concept demo applications built to demonstrate scale of particular architecture or application designs. Badr: .Net Web Framework: Simple, Database-driven, Multiplatform, .Net web frameworkCalcolo di Integrali con approssimazioni: Integrali Metodo dei Trapezi Metodo dei Rettangoli Metodo delle Parabole Metodo di Montecarlo Integralsconfiguration: a full function configuration system based on .netCron Expression Descriptor: "Translate" a Cron Expression in a human readable format. Support databinding, and creation of the expression and Quartz.NET jobs schedulerDaphne Web Edition: The Daphne Web Edition of software for professional checkers players running in a browser.Entity framework T4 NHibernate mapping generator: This project contains T4 templates to create POCOs + NHibernate mappings from an Entity Framework Model (.edmx).EWS Streaming Notification Sample Application: Sample application showing how to handle multiple subscriptions using streaming notifications, specifically for Exchange 2013 (or Wave 15 of Office 365).EXACT_EXTENSION: This is project to support Account System in International SchoolsIPS Training: Playing around with Joe to teach some programming.jean0604wordpressmercurial: dfdafdaLenic.DI: Lenic.DI -- Another IOC Container Library Using DelegateManage Azure Srevice: This project is a windows form application to manage azure service and deployments.Microsoft dot Net Lab: This project concentrates into a Lab a large web project based on Microsoft Best Practices and info on “what works” and more what should be avoided in Prod env.Miris Human Milk Analyser: This is a DEMO project ONLYMultilingual call each other: Multilingual call each othernBlade: A Dependency Injection Container.nChart: A JavaScript Chart Library Base on D3.jsnCMS: A Content Management System.nReport: A JavaScript Report Library.nTemplate: A Template Engine.searchLocal: search localT4 Unit Test Constructor: T4 Unit Test Constructor is a Text Transform file that generates complete Unit Testing project based on siblings projects inside a solution.v3r137: m0l3cUL4r dyN4MiC2 5iMul47i0N u5IN9 V3Rl37 iN739r47I0N. vi5U4li23 p4R7ICL32 8y 0P3n9l P0iN7 5prI73. U23 0P3NMp 4nd 0p3NCl f0r 5p33D.Virtual Sport for Sport Team: This is the website to manage a sports team. Through this website you can manage the members of the team, from players to staff, schedules, and more. and for suWindows Azure MultiSite Role: This web role allows you to host multiple websites on the same VM instances, and synchronising the files automatically.WuvOverlay: An overlay for the game Guild Wars 2 to display useful information obtained from the public API.XYZ: XYZ

  Read the article

1