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 = 222, 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
- Alphabetic
- By Inheritance
- Random
- Serializable
- Serializable
- Product
- Equals
- RNG
- Error
- AnyRef
- Any
- Hide All
- Show All
- Public
- All
Instance Constructors
-
new
Random(stream: Int = 0)
- stream
the random number stream index
Value Members
-
final
def
!=(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
-
final
def
##(): Int
- Definition Classes
- AnyRef → Any
-
final
def
==(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
-
final
def
asInstanceOf[T0]: T0
- Definition Classes
- Any
-
def
clone(): AnyRef
- Attributes
- protected[java.lang]
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )
-
final
def
eq(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
-
def
finalize(): Unit
- Attributes
- protected[java.lang]
- Definition Classes
- AnyRef
- Annotations
- @throws( classOf[java.lang.Throwable] )
-
final
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
-
def
gen: Double
Return the next random number as a real (Double) in the interval (0, 1).
-
final
def
getClass(): Class[_]
- Definition Classes
- AnyRef → Any
-
def
igen: Int
Return the next stream value as an integer 'Int'.
-
final
def
isInstanceOf[T0]: Boolean
- Definition Classes
- Any
-
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
-
final
def
ne(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
-
final
def
notify(): Unit
- Definition Classes
- AnyRef
-
final
def
notifyAll(): Unit
- Definition Classes
- AnyRef
-
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
- val stream: Int
-
final
def
synchronized[T0](arg0: ⇒ T0): T0
- Definition Classes
- AnyRef
-
final
def
wait(): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )
-
final
def
wait(arg0: Long, arg1: Int): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )
-
final
def
wait(arg0: Long): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )