rngwell19937: Random number generator WELL19937a with 53 or 32 bit output

Long period linear random number generator WELL19937a by F. Panneton, P. L'Ecuyer and M. Matsumoto. The initialization algorithm allows to seed the generator with a numeric vector of an arbitrary length and uses MRG32k5a by P. L'Ecuyer to achieve good quality of the initialization. The output function may be set to provide numbers from the interval (0,1) with 53 (the default) or 32 random bits. WELL19937a is of similar type as Mersenne Twister and has the same period. WELL19937a is slightly slower than Mersenne Twister, but has better equidistribution and "bit-mixing" properties and faster recovery from states with prevailing zeros than Mersenne Twister. All WELL generators with orders 512, 1024, 19937 and 44497 can be found in randtoolbox package.

AuthorPetr Savicky <savicky@cs.cas.cz>
Date of publication2014-11-30 17:11:25
MaintainerPetr Savicky <savicky@cs.cas.cz>
Licensefile LICENSE
Version0.6-0

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Files in this package

rngwell19937
rngwell19937/src
rngwell19937/src/combmrg2.c
rngwell19937/src/interface.c
rngwell19937/src/original_files
rngwell19937/src/original_files/combmrg2.c
rngwell19937/src/original_files/WELL19937a.h
rngwell19937/src/original_files/MD5SUMS
rngwell19937/src/original_files/WELL19937a.c
rngwell19937/src/WELL19937a.c
rngwell19937/NAMESPACE
rngwell19937/R
rngwell19937/R/init.R rngwell19937/R/validate.R
rngwell19937/MD5
rngwell19937/DESCRIPTION
rngwell19937/ChangeLog
rngwell19937/man
rngwell19937/man/well19937.validate.Rd rngwell19937/man/set.initialization.Rd rngwell19937/man/set.resolution.Rd rngwell19937/man/set.vector.seed.Rd rngwell19937/man/rngwell19937-package.Rd
rngwell19937/LICENSE

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