In this research, we regularly find scenarios to which the concept presented in this contribution is applicable. We use the example of an agent-based model, since one of our main research areas is the field of agent-based economics. A procedure to generate and utilise such numbers will be explained in the following. In a subset of these cases, the parameters may be interdependent in such a way that the initialisation of a model needs two or more parameters to correlate in a predefined manner.
An example initialisation procedure is demonstrated using the open source statistical computing software "R" as well as the open source multi-agent simulation software "Repast Simphony" We also provide a digression for NetLogo users.Ĭorrelated Random Numbers, R-Project, Repast, Guide, Tutorialġ.1 The simulation of a model may sometimes require setting many parameters which influence its outcome. In particular, we demonstrate how streams of correlated random numbers for different empirically-based model parameters can be generated when just given aggregated statistics in the form of a correlation matrix. A multi-agent model serves as a basis for practical demonstrations in this paper, while the method itself is interesting for an even wider audience within the modelling and simulation community beyond the field of agent-based modelling. The focus is on the nontrivial issue of creating predefined multidimensional correlations amongst those numbers.
This article describes a scalable way to initialise a simulation model with correlated random numbers.
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