A Practical Guide for the Creation of Random Number Sequences from Aggregated Correlation Data for Multi-Agent Simulations

Volker Nissen () and Danilo Saft ()
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Volker Nissen: http://www.tu-ilmenau.de/wid
Danilo Saft: http://www.tu-ilmenau.de/wid

Journal of Artificial Societies and Social Simulation, 2014, vol. 17, issue 4, 7

Abstract: This article describes a scalable way to initialise a simulation model with correlated random numbers. The focus is on the nontrivial issue of creating predefined multidimensional correlations amongst those numbers. 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. 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. 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.

Keywords: Correlated Random Numbers; R-Project; Repast; Guide; Tutorial (search for similar items in EconPapers)
Date: 2014-10-31
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Persistent link: https://EconPapers.repec.org/RePEc:jas:jasssj:2013-153-3

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