rngwell19937-package: Random number generator of Mersenne-Twister type with...

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

Description

After loading the package, the default random number generator in R is replaced by the long period linear generator WELL19937a by F. Panneton, P. L'Ecuyer and M. Matsumoto with a transformation to produce numbers in (0,1) with 53 (the default) or 32 random bits. In particular, the functions set.seed(), runif() and the object .Random.seed refer to WELL19937a.

A call of detach("package:rngwell19937", unload=TRUE) restores the default random number generator in R.

References

F. Panneton, P. L'Ecuyer, and M. Matsumoto, “Improved Long-Period Generators Based on Linear Recurrences Modulo 2”, ACM Transactions on Mathematical Software, 32, 1 (2006), 1-16.

See Also

set.resolution, set.initialization, set.vector.seed, well19937.validate

rngwell19937 documentation built on May 2, 2019, 8:33 a.m.