applications/engineering

R-rngwell19937 - WELL19937a random number generator implemented with 53 b

Website: http://cran.at.r-project.org/web/packages/rngwell19937/index.html
License: file LICENSE
Description:
A stand-alone package for the random number generator WELL19937a by F.
Panneton, P. L'Ecuyer and M. Matsumoto. The initialization algorithm
allows to seed the generator with a vector of integers of an arbitrary
length and uses MRG32k5a by P. L'Ecuyer to achieve good quality of the
initialization. The output function may be set to provide numbers from the
interval (0,1) with 53 (the default) or 32 random bits. WELL19937a is of
similar type as Mersenne Twister and has the same period. WELL19937a is
slightly slower than Mersenne Twister, but has better equidistribution and
"bit-mixing" properties and faster recovery from states with prevailing
zeros than Mersenne Twister. All WELL generators with orders 512, 1024,
19937 and 44497 can be found in randtoolbox
package.

Packages

R-rngwell19937-0.5.3-1.fc12.x86_64 [26 KiB] Changelog by pingou (2010-03-26):
- initial package for Fedora

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