rstream (version 1.3.7)

rstream.antithetic-methods: Methods for Function rstream.antithetic in Package `rstream'

Description

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.

Usage

# S4 method for rstream
rstream.antithetic(stream)
rstream.antithetic(stream) <- value

Arguments

stream

an "rstream" object.

value

a boolean (TRUE or FALSE) to change the status of the flag.

Methods

Methods available for the following "rstream" subclasses: rstream.mrg32k3a, rstream.runif.

Author

Josef Leydold

See Also

rstream.

Examples

## 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)