scalation.random

Random

Related Doc: package random

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

The Random class generates random real numbers in the range (0, 1). It implements, using 64-bit integers (Long'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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Instance Constructors

  1. new Random(stream: Int = 0)

    stream

    the random number stream index

Value Members

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

    Definition Classes
    AnyRef → Any
  2. final def ##(): Int

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

    Definition Classes
    AnyRef → Any
  4. final def asInstanceOf[T0]: T0

    Definition Classes
    Any
  5. def clone(): AnyRef

    Attributes
    protected[java.lang]
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    @throws( ... )
  6. final def eq(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef
  7. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
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    Annotations
    @throws( classOf[java.lang.Throwable] )
  8. 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
  9. 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 64-bit integers (Long).

    Definition Classes
    RandomRNG
  10. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any
  11. def igen: Int

    Return the next stream value as an integer (Int).

    Return the next stream value as an integer (Int). This calculation uses 64-bit integers (Long).

    Definition Classes
    RandomRNG
  12. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any
  13. 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
  14. final def ne(arg0: AnyRef): Boolean

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

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

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

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

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

    z

    the mass point whose probability density is sought

    Definition Classes
    RNG
  18. val stream: Int

    the random number stream index

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

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

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

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

    Definition Classes
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    @throws( ... )

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Inherited from RNG

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