rngwell19937: Random number generator WELL19937a with 53 or 32 bit output
Version 0.6-0

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.

Package details

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
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rngwell19937")

Try the rngwell19937 package in your browser

Any scripts or data that you put into this service are public.

rngwell19937 documentation built on May 29, 2017, 10:39 p.m.