rstream: Streams of Random Numbers for Stochastic Simulation

Pierre L'Ecuyer; Josef Leydold

doi:10.57938/1225aa05-185d-4a72-8eb9-14cb45b2fc10

rstream: Streams of Random Numbers for Stochastic Simulation

Pierre L'Ecuyer, Josef Leydold

Statistics and Mathematics

Publikation: Working/Discussion Paper › WU Working Paper

24 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.

Originalsprache	Englisch
Erscheinungsort	Vienna
Herausgeber	Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
DOIs	https://doi.org/10.57938/1225aa05-185d-4a72-8eb9-14cb45b2fc10
Publikationsstatus	Veröffentlicht - 2005

Publikationsreihe

Reihe	Preprint Series / Department of Applied Statistics and Data Processing
Nummer	58

WU Working Paper Reihe

Preprint Series / Department of Applied Statistics and Data Processing

Zugriff auf Dokument

10.57938/1225aa05-185d-4a72-8eb9-14cb45b2fc10Lizenz: Nicht angegeben

DocumentEndgültige, publizierte Fassung, 188 KBLizenz: Nicht angegeben

Verfügbarkeit prüfen

Katalog der Universitätsbibliothek

1 Originalbeitrag in Fachzeitschrift

Rstream: Streams of Random Numbers for Stochastic Simulation
L'Ecuyer, P. & Leydold, J., 1 Juni 2005, in: R News. 5, 2, S. 16 - 20
Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Forschung

Zitat

L'Ecuyer, P., & Leydold, J. (2005). rstream: Streams of Random Numbers for Stochastic Simulation. (July 2005 Aufl.) Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business. Preprint Series / Department of Applied Statistics and Data Processing Nr. 58 https://doi.org/10.57938/1225aa05-185d-4a72-8eb9-14cb45b2fc10

@techreport{1225aa05185d4a728eb914cb45b2fc10,

title = "rstream: Streams of Random Numbers for Stochastic Simulation",

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.",

author = "Pierre L'Ecuyer and Josef Leydold",

year = "2005",

doi = "10.57938/1225aa05-185d-4a72-8eb9-14cb45b2fc10",

language = "English",

series = "Preprint Series / Department of Applied Statistics and Data Processing",

number = "58",

publisher = "Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business",

edition = "July 2005",

type = "WorkingPaper",

institution = "Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business",

}

L'Ecuyer, P & Leydold, J 2005 'rstream: Streams of Random Numbers for Stochastic Simulation' Preprint Series / Department of Applied Statistics and Data Processing, Nr. 58, July 2005 Aufl., Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna. https://doi.org/10.57938/1225aa05-185d-4a72-8eb9-14cb45b2fc10

TY - UNPB

T1 - rstream: Streams of Random Numbers for Stochastic Simulation

AU - L'Ecuyer, Pierre

AU - Leydold, Josef

PY - 2005

Y1 - 2005

N2 - 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.

AB - 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.

U2 - 10.57938/1225aa05-185d-4a72-8eb9-14cb45b2fc10

DO - 10.57938/1225aa05-185d-4a72-8eb9-14cb45b2fc10

M3 - WU Working Paper

T3 - Preprint Series / Department of Applied Statistics and Data Processing

BT - rstream: Streams of Random Numbers for Stochastic Simulation

PB - Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business

CY - Vienna

ER -

rstream: Streams of Random Numbers for Stochastic Simulation

Abstract

Publikationsreihe

WU Working Paper Reihe

Zugriff auf Dokument

Verfügbarkeit prüfen

Andere Versionen dieses Inhalts

Rstream: Streams of Random Numbers for Stochastic Simulation

Zitat