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rstream: Streams of Random Numbers for Stochastic Simulation

L'Ecuyer, Pierre and Leydold, Josef (2005) rstream: Streams of Random Numbers for Stochastic Simulation. Preprint Series / Department of Applied Statistics and Data Processing, 58. Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business, Vienna.

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Abstract

The package rstream provides a unified interface to streams of random numbers for the R statistical computing language. Features are: * independent streams of random numbers * substreams * easy handling of streams (initialize, reset) * antithetic random variates The paper describes this packages and demonstrates an simple example the usefulness of this approach. (author's abstract)

Item Type: Paper
Keywords: random number generation / R / computational statistics / stochastic simulation
Divisions: Departments > Finance, Accounting and Statistics > Statistics and Mathematics
Depositing User: Repository Administrator
Date Deposited: 10 Jul 2006 15:59
Last Modified: 18 May 2015 05:41
URI: http://epub.wu.ac.at/id/eprint/1544

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