scalascala-breeze

How to initialize a specific random seed in scala breeze, say for Gaussian distribution?

How do I force the random number generator (if possible) with a specific seed in scala breeze, so say the following scala code always generate the same sequence seq?

    import breeze.stats.distributions._        
    val g = new Gaussian(0, 1)
    val seq = gau.sample(3)

I'm using scala to build a monte carlo simulator, and would like the simulation results to be repeatable (through parameterization of a specific random seed).

Solution

  • Create an implicit RandBasis and thread that through to wherever you create random generators. I should probably improve the API for this, but something like:

    implicit val randBasis: RandBasis = new RandBasis(new ThreadLocalRandomGenerator(new MersenneTwister(seed)))