rngwell19937


  After loading the package, the default random number generator in R
  is replaced by the long period linear generator
  WELL19937a by F. Panneton, P. L'Ecuyer and M. Matsumoto
  with a transformation to produce numbers in <code>(0,1)</code>
  with 53 (the default) or 32 random bits. In particular, the
  functions <code>set.seed()</code>, <code>runif()</code> and the object
  <code>.Random.seed</code> refer to WELL19937a.<p></p><p>  A call of <code>detach("package:rngwell19937", unload=TRUE)</code>
  restores the default random number generator in R.
</p>

distribution

rngwell19937-package

Long period linear random number generator WELL19937a by
F. Panneton, P. L'Ecuyer and M. Matsumoto. The initialization
algorithm allows to seed the generator with a
numeric vector 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.

rngwell19937-package: Random number generator of Mersenne-Twister type with resolution 53 bits

Description

Arguments

References

See Also