scalation.random

Random2

case class Random2(stream: Int = 0) extends RNG with Product with Serializable

The Random2 class generates random real numbers in the range (0, 1). It implements, using 32-bit integers (Int's), the 'MRG31k3p' generator developed by L'Ecuyer and Touzin, described in "FAST COMBINED MULTIPLE RECURSIVE GENERATORS WITH MULTIPLIERS OF THE FORM a = 2q +/- 2r". MRG31k3p is a Combined Multiple Recursive Generator (CMRG) shown to have good performance and statistical properties for simulations. It has a period of about 2185 and is considered to be a faster alternative to the popular 'MRG32k3' generator. MRG31k3p combines MRG1 and MRG2.
MRG1: x_i = (0 + a_12 x_i-2 + a_13 x_i-3) % M1 MRG2: x_i = (a_21 x_i-1 + 0 + a_23 x_i-3) % M2
where a_12 = 2
22, a_13 = 27+1, a_21 = 215 and a_23 = 2^15+1.

stream

the random number stream index

See also

http://www.iro.umontreal.ca/~simardr/ssj/doc/pdf/guiderng.pdf

http://www.informs-sim.org/wsc00papers/090.PDF

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Serializable, Serializable, Product, Equals, RNG, Error, AnyRef, Any
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Instance Constructors

  1. new Random2(stream: Int = 0)

    stream

    the random number stream index

Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any
  3. final def ##(): Int

    Definition Classes
    AnyRef → Any
  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any
  6. final def asInstanceOf[T0]: T0

    Definition Classes
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  7. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  8. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  9. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  10. def flaw(method: String, message: String): Unit

    Show the flaw by printing the error message.

    Show the flaw by printing the error message.

    method

    the method where the error occurred

    message

    the error message

    Definition Classes
    Error
  11. def gen: Double

    Return the next random number as a real (Double) in the interval (0, 1).

    Return the next random number as a real (Double) in the interval (0, 1). This calculation uses 32-bit integers (Int).

    Definition Classes
    Random2RNG
  12. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  13. def igen: Int

    Return the next stream value as an integer.

    Return the next stream value as an integer. This calculation uses 32-bit integers (Int).

    Definition Classes
    Random2RNG
  14. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  15. val mean: Double

    Return the theoretical mean for the random number generator's gen method.

    Return the theoretical mean for the random number generator's gen method.

    Definition Classes
    RNG
  16. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  17. final def notify(): Unit

    Definition Classes
    AnyRef
  18. final def notifyAll(): Unit

    Definition Classes
    AnyRef
  19. def pf(z: Double): Double

    Compute the probability function (pf), i.

    Compute the probability function (pf), i.e., the probability density function (pdf).

    z

    the mass point whose probability density is sought

    Definition Classes
    RNG
  20. val stream: Int

    the random number stream index

  21. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef
  22. final def wait(): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  23. final def wait(arg0: Long, arg1: Int): Unit

    Definition Classes
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    @throws( ... )
  24. final def wait(arg0: Long): Unit

    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

Inherited from Serializable

Inherited from Serializable

Inherited from Product

Inherited from Equals

Inherited from RNG

Inherited from Error

Inherited from AnyRef

Inherited from Any

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