rstream: Streams of Random Numbers for Stochastic Simulation

Pierre L'Ecuyer, Josef Leydold

Publikation: Working/Discussion PaperWU Working Paper

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.
OriginalspracheEnglisch
ErscheinungsortVienna
HerausgeberDepartment of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
PublikationsstatusVeröffentlicht - 2005

Publikationsreihe

NamePreprint Series / Department of Applied Statistics and Data Processing
Nr.58

WU Working Paper Reihe

  • Preprint Series / Department of Applied Statistics and Data Processing

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