Random2
Related Doc:
package random
Show the flaw by printing the error message.
Show the flaw by printing the error message.
the method where the error occurred
the error message
Return the next random number as a real (Double) in the interval (0, 1).
Return the next stream value as an integer.
Return the theoretical mean for the random number generator's gen method.
Return the theoretical mean for the random number generator's gen method.
Compute the probability function (pf), i.e., the probability density function (pdf).
Compute the probability function (pf), i.e., the probability density function (pdf).
the mass point whose probability density is sought
the random number stream index
The
Random2class 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 = 222, a_13 = 27+1, a_21 = 215 and a_23 = 2^15+1.
the random number stream index
http://www.iro.umontreal.ca/~simardr/ssj/doc/pdf/guiderng.pdf
http://www.informs-sim.org/wsc00papers/090.PDF