- Joined
- 12/14/10
- Messages
- 131
- Points
- 38
Who is suggesting writing a serious, production level random number generator in Python? Get off your high-horse, read and understand the thread properly. It is trivially easy to link python with C/C++/Fortran code, which is what any sane person would do if they wanted a 'serious' random number generator.
Or, an even more sane person would just use the built in python random number generator, which is written in C: http://docs.python.org/3/library/random.html or yet another library implementation.
You evidently don't know much about random number generation. I looked at the Python RNG library you referenced. It is a dinky (i.e. basic) generator, that is absolutely not suitable for many financial applications. The reasons for this have been discussed at length on Wilmott. This is coming from someone who has considerably extended some of the functionality of the boost::random library, which in turn is far more "serious" than python's.