Description

Unified interface to uniform random number generators

Details

This package provides a unified interface to uniform random number Objects of its classes act as a source of streams for random numbers that can be handled by a set of methods and which can be used as arguments of functions that require sources of randomness, e.g. discrete event models, Monte Carlo integration or other stochastic simulations.

The instances of objects are independent, i.e., sampling random numbers from one instance or reseting and changing its state does not effect any other instance. (However, different streams may not be stochastically independent if they are not carefully seeded!)

Additionally there is a mechanismus interface to save and restore such streams, e.g. for the next R session, for a reruning some stochastic calculations with identical input, or for sending the stream object to a slave node in parallel computing via MPI.

The interface to these classes is inspired by Pierre L'Ecuyers RngStreams package.

For an overview of classes and methods, see rstream.

Author(s)

Josef Leydold josef.leydold@wu.ac.at

References

P. L'Ecuyer and J. Leydold (2005): rstream: Streams of Random Numbers for Stochastic Simulation, R News 5(2), 16–20.

See Also

rstream.