dynare/matlab/set_dynare_random_generator...

50 lines
2.1 KiB
Matlab

function [state_u,state_n] = set_dynare_random_generator_state(state_u,state_n)
% Wet state of Matlab/Octave random generator depending on matlab
% (octave) version.
% In older versions, Matlab kept one generator for uniformly distributed numbers and
% one for normally distributed numbers.
% For backward compatibility, we return two vectors, but, in recent
% versions of Matlab and in Octave, we return two identical vectors.
%
% Copyright © 2010-2020 Dynare Team
%
% This file is part of Dynare.
%
% Dynare is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% Dynare is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
if ~isoctave
s = RandStream.getGlobalStream();
if isequal(s.Type,'legacy')
rand('state',state_u);
randn('state',state_n);
else
if ~isequal(state_u,state_n)
error(['You are using the new Matlab RandStream mechanism ' ...
'with a single random generator, but the values ' ...
'of the state of the uniformly ' ...
'distributed numbers and of the state of the ' ...
'normally distributed numbers are different. Something must be ' ...
'wrong, such as reloading old Metropolis runs, ' ...
'computed on a different version of Matlab. If you ' ...
'don''t understand the origin of the problem, ' ...
'please, contact Dynare''s development team.'])
end
s.State = state_u;
RandStream.setGlobalStream(s);
end
else
rand('state',state_u);
randn('state',state_n);
end