# utils-randLCG: Generator for Portable Random Innovations In fBasics: Rmetrics - Markets and Basic Statistics

## Description

Functions to generate portable random innovations. The functions run under R and S-Plus and generate the same sequence of random numbers. Supported are uniform, normal and Student-t distributed random numbers.

The functions are:

 `set.lcgseed` Set initial random seed, `get.lcgseed` Get the current valus of the random seed, `runif.lcg` Uniform linear congruational generator, `rnorm.lcg` Normal linear congruational generator, `rt.lcg` Student-t linear congruential generator.

## Usage

 ```1 2 3 4 5 6``` ```set.lcgseed(seed = 4711) get.lcgseed() runif.lcg(n, min = 0, max = 1) rnorm.lcg(n, mean = 0, sd = 1) rt.lcg(n, df) ```

## Arguments

 `df` number of degrees of freedom, a positive integer, maybe non-integer. `mean, sd` means and standard deviation of the normal distributed innovations. `min, max` lower and upper limits of the uniform distributed innovations. `seed` an integer value, the random number seed. `n` an integer, the number of random innovations to be generated.

## Details

A simple portable random number generator for use in R and SPlus. We recommend to use this generator only for comparisons of calculations in R and Splus.

The generator is a linear congruential generator with parameters `LCG(a=13445, c=0, m=2^31-1, X=0)`. It is a simple random number generator which passes the bitwise randomness test.

## Value

A vector of generated random innovations. The value of the current seed is stored in the variable `lcg.seed`.

## References

Altman, N.S. (1988); Bitwise Behavior of Random Number Generators, SIAM J. Sci. Stat. Comput., 9(5), September, 941–949.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13``` ```## set.lcgseed - set.lcgseed(seed = 65890) ## runif.lcg - rnorm.lcg - rt.lcg - cbind(runif.lcg(10), rnorm.lcg(10), rt.lcg(10, df = 4)) ## get.lcgseed - get.lcgseed() ## Note, to overwrite rnorm, use # rnorm = rnorm.lcg # Going back to rnorm # rm(rnorm) ```

fBasics documentation built on Nov. 18, 2017, 4:05 a.m.