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 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
  2. 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
  3. 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
  4. 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
  5. 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
  6. val stream: Int