rstream: Streams of Random Numbers for Stochastic Simulation

Pierre L'Ecuyer, Josef Leydold

Publication: 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.
Original languageEnglish
Place of PublicationVienna
PublisherDepartment of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
Publication statusPublished - 2005

Publication series

NamePreprint Series / Department of Applied Statistics and Data Processing
No.58

WU Working Paper Series

  • Preprint Series / Department of Applied Statistics and Data Processing

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