wh: Wichmann-Hill (WH) Random Number Generator

In mnaR99/mshelpers: Models and Simulation course utility functions

Wichmann-Hill (WH) Random Number Generator

Description

The Wichmann-Hill (WH) algorithm is an extension of linear congruential. WH uses three linear congruential equations, adds the results, then takes the decimal part of the sum. For example, if the three WH equations give 0.68, 0.92, and 0.35, then the final result random number is decimal(0.78 + 0.92 + 0.45) = decimal(2.95) = 0.95.

Usage

wh(n, seed, a, c, m)

Arguments

n	number of random numbers
seed	3 seeds
a	3 positive integers
c	3 positive integers
m	3 positive integers

mnaR99/mshelpers documentation built on May 22, 2022, 6:03 a.m.