private static Random GetNewRandom(SimulationManager lSimulationManager)
{
Random lRandom;
switch (lSimulationManager.Rng)
{
case RandomNumberGenerator.DotNet:
if (lSimulationManager.Randomize)
{
lRandom = new Random();
}
else
{
lRandom = new Random(34514325);
}
break;
case RandomNumberGenerator.MersenneTwister:
if (lSimulationManager.Randomize)
{
throw new Exception("Support for randomization is not there for mersenne twister");
}
else
{
lRandom = new jp.takel.PseudoRandom.MersenneTwister();
}
break;
default: throw new Exception("You specified a RNG that is not implemented");
}
return(lRandom);
}
public static R DoParallelRun <RI, R>(Parameters parameters, int runs, Func <ParameterValues, RI> main, Func <IEnumerable <RI>, R> agg)
{
// Get best guess parameter values
var parameterValues = parameters.GetBestGuess();
var rand = new jp.takel.PseudoRandom.MersenneTwister();
//int currentRun = 0;
var results = new ConcurrentBag <RI>();
Parallel.ForEach(
parameters.GetRandom(rand, runs),
() =>
{
Thread.CurrentThread.CurrentCulture = CultureInfo.InvariantCulture;
Thread.CurrentThread.Priority = ThreadPriority.BelowNormal;
return(0);
},
(p, pls, dummy) =>
{
var r = main(p);
results.Add(r);
return(0);
},
(dummy) => { });
var res = agg(results);
return(res);
}
public static R DoMPIRun <RI, R>(Parameters parameters, int runs, Func <ParameterValues, RI> main, Func <IEnumerable <RI>, R> agg)
{
Intracommunicator comm = Communicator.world;
int runsPerProc = runs / comm.Size;
int startRun = comm.Rank * runsPerProc;
var rand = new jp.takel.PseudoRandom.MersenneTwister();
parameters.SkipNRandomRuns(rand, startRun);
var results = new List <RI>();
//Console.WriteLine("{0}: Doing {1} runs starting at {2}", comm.Rank, runsPerProc, startRun);
foreach (var p in parameters.GetRandom(rand, runsPerProc, startRun))
{
var r = main(p);
results.Add(r);
//Console.WriteLine("{0}: Run {1} done", comm.Rank, p.RunId);
}
var allResults = comm.Allgather(results);
//Console.WriteLine("{0}: Allgather", comm.Rank);
var allResultsFlat = new List <RI>();
foreach (var r in allResults)
{
foreach (var r2 in r)
{
allResultsFlat.Add(r2);
}
}
var aggResult = agg(allResultsFlat);
return(aggResult);
}
private static Tuple <double, double> GetSCGasMonteCarlo(MarginalGas gas, double prtp, bool equityWeights, int monteCarloRuns)
{
var parameters = new Parameters();
parameters.ReadDirectory(@"Data\Base");
var fm = FundModel.GetModel();
fm.Run(parameters.GetBestGuess());
var rand = new jp.takel.PseudoRandom.MersenneTwister();
var sccs = new System.Collections.Concurrent.ConcurrentBag <double>();
Parallel.ForEach(parameters.GetRandom(rand, monteCarloRuns), pv =>
{
var m = new MarginalDamage3()
{
EmissionYear = Timestep.FromYear(2010),
Eta = 1.0,
Gas = gas,
Parameters = pv,
Prtp = prtp,
UseEquityWeights = equityWeights,
YearsToAggregate = 290
};
double scc = m.Start();
sccs.Add(scc);
});
var stats = new DescriptiveStatistics(sccs);
return(Tuple.Create(stats.Mean, Math.Sqrt(stats.Variance) / Math.Sqrt(stats.Count)));
}
private static Random GetNewRandom(SimulationManager lSimulationManager)
{
Random lRandom;
switch (lSimulationManager.Rng)
{
case RandomNumberGenerator.DotNet:
if (lSimulationManager.Randomize)
lRandom = new Random();
else
lRandom = new Random(34514325);
break;
case RandomNumberGenerator.MersenneTwister:
if (lSimulationManager.Randomize)
throw new Exception("Support for randomization is not there for mersenne twister");
else
lRandom = new jp.takel.PseudoRandom.MersenneTwister();
break;
default: throw new Exception("You specified a RNG that is not implemented");
}
return lRandom;
}
public RandomData()
{
_rng = new jp.takel.PseudoRandom.MersenneTwister((uint)DateTime.Now.Ticks);
_prev = 0;
}
private static Tuple<double, double> GetSCGasMonteCarlo(MarginalGas gas, double prtp, bool equityWeights, int monteCarloRuns)
{
var parameters = new Parameters();
parameters.ReadDirectory(@"Data\Base");
var fm = FundModel.GetModel();
fm.Run(parameters.GetBestGuess());
var rand = new jp.takel.PseudoRandom.MersenneTwister();
var sccs = new System.Collections.Concurrent.ConcurrentBag<double>();
Parallel.ForEach(parameters.GetRandom(rand, monteCarloRuns), pv =>
{
var m = new MarginalDamage3()
{
EmissionYear = Timestep.FromYear(2010),
Eta = 1.0,
Gas = gas,
Parameters = pv,
Prtp = prtp,
UseEquityWeights = equityWeights,
YearsToAggregate = 290
};
double scc = m.Start();
sccs.Add(scc);
});
var stats = new DescriptiveStatistics(sccs);
return Tuple.Create(stats.Mean, Math.Sqrt(stats.Variance) / Math.Sqrt(stats.Count));
}
//---------------------------------------------------------------------
/// <summary>
/// Initializes the random-number generator with a specific seed.
/// </summary>
public static void Initialize(uint seed)
{
generator = new jp.takel.PseudoRandom.MersenneTwister(seed);
}
//---------------------------------------------------------------------
static Random()
{
generator = new jp.takel.PseudoRandom.MersenneTwister();
}
//---------------------------------------------------------------------
static Random()
{
generator = new jp.takel.PseudoRandom.MersenneTwister();
}
