rstream: Streams of Random Numbers for Stochastic Simulation

Pierre L'Ecuyer, Josef Leydold

Publikation: Working/Discussion PaperWU Working Paper

11 Downloads (Pure)

Abstract

The package rstream provides a unified interface to streams of random numbers for the R statistical computing language. Features are: * independent streams of random numbers * substreams * easy handling of streams (initialize, reset) * antithetic random variates The paper describes this packages and demonstrates an simple example the usefulness of this approach.

Publikationsreihe

ReihePreprint Series / Department of Applied Statistics and Data Processing
Nummer58

WU Working Paper Reihe

  • Preprint Series / Department of Applied Statistics and Data Processing

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