rcmrg32k3a-class: rcmrg32k3a

In rtlemos/rcrandom: Pseudo-random number generators for random variables and vectors

Description

The RNG engine of this package.

Details

This is an R+Fortran version of L'Ecuyer et al.'s MRG32k3a implementation in C, with a few extras for pseudo-random number generation in random vectors. The class is just a shell for Fortran subroutines. It is not exported because users of this package can employ the rcrng RC directly.

Citation

bibentry("article", title = "An object-oriented random-number package with many long streams and substreams", author = "L'Ecuyer, P and Simard, R and Chen, EJ and Kelton, WD", journal = "Operations Research", year = "2002", address = "ISI:000179794700014", volume = "ISBN 3-900051-07-0", number = "6", pages = "1073-1075", mheader = "Paper describing the random number generator in C:")

Fields

algorithm.name

character. Name of algorithm

Methods

get.advseed(s)

Auxiliary function that provides the advanced seed

get.advstate(ee, cc, cg)

Advance the state cg

get.advsubseed(s, n.jumps = 1)

Auxiliary function that provides the advanced subseed

get.nextsubstream(bg)

Obtain the state of the next substream

get.seedcheck(seed)

Check if the seed is good

get.u01(cg, anti, n = 1)

Obtain a uniform variate

get.u01d(cg, anti, n = 1)

Obtain a high-precision uniform variate

name(new.name = NULL)

Set name of algorithm object

rtlemos/rcrandom documentation built on May 28, 2019, 9:55 a.m.