scalation
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scalation/scalation/scalation.random/Random3

Random3

scalation.random.Random3
case class Random3(stream: Int) extends RNG

The Random3 class generates random real numbers in the range (0, 1). It implements, using 64-bit integers (Int's), the 'MINSTD' generator, which is a multiplicative Linear Congruential Generator (LCG). These generators were commonly used in the last century.

x_i = a x_i-1 % m

Value parameters

stream

the random number stream index

Attributes

See also

http://random.mat.sbg.ac.at/results/karl/server/node4.html#SECTION00042000000000000000 In case a better generator is needed, a Multiple Recursive Generator (MRG) or Composite Multiple Recursive Generator (CMRG) should be used.

Random

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Supertypes
trait Serializable
trait Product
trait Equals
trait RNG
class Object
trait Matchable
class Any
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Members list

Value members

Concrete methods

inline def gen: Double

Return the next random number as a Double in the interval (0, 1). Compute x_i = a x_i-1 % m using x = a * x % m

Return the next random number as a Double in the interval (0, 1). Compute x_i = a x_i-1 % m using x = a * x % m

Attributes

def getM: Double

Return the modulus used by this random number generator.

Return the modulus used by this random number generator.

Attributes

inline def igen: Int

Return the next stream value as a Int in the set {1, 2, ... , m-1}. Compute x_i = a x_i-1 % m using x = a * x % m

Return the next stream value as a Int in the set {1, 2, ... , m-1}. Compute x_i = a x_i-1 % m using x = a * x % m

Attributes

Inherited methods

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).

Value parameters

z

the mass point whose probability density is sought

Attributes

Inherited from:
RNG
def productElementNames: Iterator[String]

Attributes

Inherited from:
Product
def productIterator: Iterator[Any]

Attributes

Inherited from:
Product

Inherited fields

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.

Attributes

Inherited from:
RNG
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