S-matrix and RNGs

From: stuart@c255.ucsf.edu Date: Mon, 20 Aug 2001 11:25:07 -0700 (PDT) Peter Bonate writes: I am giving a talk on random number generators in simulation at an AAPS meeting in September and I am pretty certain that someone will ask this: what is the random number generator used by NONMEM for performing simulations? Does someone have a reference for it? Pete, here is a reference, but I frankly do not quite see why this should be a burning question for anyone involved with *PK simulations*. In my opinion, the level with which randomness is truly obtained with such simulations need not be great. Uniform random numbers are obtained via the Lewis-Goodman-Miller algorithm: Lewis, P.A.W., Goodman, A.S., Miller J.M (1969). "A pseudo-random number generator for the system/360." IBM System Journal 8, 136-146. modified to be independent of machine architecture ala Schrage, L (1979). "A more portable Fortran random number generator." ACM Transaction on Mathematical Software, 5, 132-138. Normal random numbers are obtained via the Box-Muller algorithm: Box, G., Muller, M. (1958). "A note on the generation of random normal deviates." Annals of Mathematical Statistics, 29, 610-611. Stuart Beal