Methods for Function rstream.antithetic in Package ‘rstream’
Get and change the antithetic flag for an "rstream" object in package rstream.
If the antithetic flag is on (
TRUE) the "rstream" object
returns antithetic random numbers.
Antithetic random streams return numbers which have smallest possible correlation (i.e. -1) to their respective counterparts. Thus instead of a number u the number 1-u is returned.
This is useful for variance reduction techniques in Monte Carlo computations.
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an "rstream" object.
a boolean (
Methods available for the following "rstream" subclasses:
Josef Leydold email@example.com
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