Methods for Function rstream.antithetic in Package ‘rstream’
Get and change the antithetic flag for an "rstream" object in package rstream.
If the antithetic flag is on (TRUE) the "rstream" object
returns antithetic random numbers.
Antithetic random streams return numbers which have smallest possible correlation (i.e. -1) to their respective counterparts. Thus instead of a number u the number 1-u is returned.
This is useful for variance reduction techniques in Monte Carlo computations.
## S4 method for signature 'rstream' rstream.antithetic(stream) rstream.antithetic(stream) <- value
stream |
an "rstream" object. |
value |
a boolean ( |
Methods available for the following "rstream" subclasses:
rstream.mrg32k3a,
rstream.runif.
Josef Leydold josef.leydold@wu.ac.at
## create a new rstream object (of subclass rstream.mrg32k3a)
s <- new("rstream.mrg32k3a")
## set antithetic flag of rstream object
rstream.antithetic(s) <- TRUE
## get antithetic flag of rstream object
rstream.antithetic(s)Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.