rstream: Streams of Random Numbers for Stochastic Simulation

Pierre L'Ecuyer; Josef Leydold

rstream: Streams of Random Numbers for Stochastic Simulation

Institute for Statistics and Mathematics

Publication: Working/Discussion Paper › WU 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 language	English
Place of Publication	Vienna
Publisher	Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
Publication status	Published - 2005

Publication series

Name	Preprint 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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1 Journal article

Rstream: Streams of Random Numbers for Stochastic Simulation
L'Ecuyer, P. & Leydold, J., 1 Jun 2005, In: R News. 5, 2, p. 16 - 20
Publication: Scientific journal › Journal article

Cite this

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rstream: Streams of Random Numbers for Stochastic Simulation. / L'Ecuyer, Pierre; Leydold, Josef.

July 2005. ed. Vienna : Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, 2005. (Preprint Series / Department of Applied Statistics and Data Processing; No. 58).

Publication: Working/Discussion Paper › WU Working Paper

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rstream: Streams of Random Numbers for Stochastic Simulation

Abstract

Publication series

WU Working Paper Series

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Rstream: Streams of Random Numbers for Stochastic Simulation

Cite this