Packages

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

Linear Supertypes
Serializable, Serializable, Product, Equals, RNG, Error, AnyRef, Any
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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]
    Definition Classes
    AnyRef
    Annotations
    @native() @throws( ... )
  6. final def eq(arg0: AnyRef): Boolean
    Definition Classes
    AnyRef
  7. def finalize(): Unit
    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( classOf[java.lang.Throwable] )
  8. 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
  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
    Annotations
    @native()
  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
    Annotations
    @native()
  16. final def notifyAll(): Unit
    Definition Classes
    AnyRef
    Annotations
    @native()
  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
  19. final def synchronized[T0](arg0: ⇒ T0): T0
    Definition Classes
    AnyRef
  20. final def wait(): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  21. final def wait(arg0: Long, arg1: Int): Unit
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )
  22. final def wait(arg0: Long): Unit
    Definition Classes
    AnyRef
    Annotations
    @native() @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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