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. / Series: Preprint Series / Department of Applied Statistics and Data Processing
Identifer | oai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_9ff |
Date | January 2005 |
Creators | L'Ecuyer, Pierre, Leydold, Josef |
Publisher | Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business |
Source Sets | Wirtschaftsuniversität Wien |
Language | English |
Detected Language | English |
Type | Paper, NonPeerReviewed |
Format | application/pdf |
Relation | http://epub.wu.ac.at/1544/ |
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