case class Random2(stream: Int = 0) extends RNG with Product with Serializable
The Random2 class 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.
- stream
the random number stream index
- See also
http://www.informs-sim.org/wsc00papers/090.PDF
http://www.iro.umontreal.ca/~simardr/ssj/doc/pdf/guiderng.pdf
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- new Random2(stream: Int = 0)
- stream
the random number stream index
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- def gen: Double
Return the next random number as a real
Doublein the interval (0, 1). - final def getClass(): Class[_ <: AnyRef]
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- def igen: Int
Return the next stream value as an integer.
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- 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.
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- 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
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