rstream.antithetic-methods: Methods for Function rstream.antithetic in Package 'rstream'

In rstream: Streams of Random Numbers

Methods for Function rstream.antithetic in Package ‘rstream’

Description

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.

Usage

## S4 method for signature 'rstream'
rstream.antithetic(stream)
rstream.antithetic(stream) <- value

Arguments

stream	an "rstream" object.
value	a boolean (TRUE or FALSE) to change the status of the flag.

Methods

Methods available for the following "rstream" subclasses: rstream.mrg32k3a, rstream.runif.

Author(s)

Josef Leydold [e-mail]

See Also

rstream.

Examples

## create a new rstream object (of subclass rstream.mrg32k3a)
s <- new("rstream.mrg32k3a")

## set antithetic flag of rstream object
rstream.antithetic(s) <- TRUE

## get antithetic flag of rstream object
rstream.antithetic(s)

rstream documentation built on Oct. 19, 2022, 5:30 p.m.