rstream-package           package:rstream           R Documentation

"_r_s_t_r_e_a_m" - _A _p_a_c_k_a_g_e _f_o_r _m_u_l_t_i_p_l_e _s_t_r_e_a_m_s _o_f _u_n_i_f_o_r_m _r_a_n_d_o_m _n_u_m_b_e_r_s

_D_e_s_c_r_i_p_t_i_o_n:

     Unified interface to uniform random number generators

_D_e_t_a_i_l_s:


       Package:  rstream
       Type:     Package
       Version:  1.2.2
       Date:     2007-09-10
       License:  GPL 2 or later

     This package provides a unified interface to uniform random number
     Objects of its classes act as a source of streams for random
     numbers that can be handled by a set of methods and which can be
     used as arguments of functions that require sources of randomness,
     e.g. discrete event models, Monte Carlo integration or other
     stochastic simulations.

     The instances of objects are independent, i.e., sampling random
     numbers from one instance or reseting and changing its state does
     not effect any other instance. (However, different streams may not
     be _stochastically_ independent if they are not carefully seeded!)

     Additionally there is a mechanismus interface to save and restore
     such streams, e.g. for the next R session, for a reruning some
     stochastic calculations with identical input, or for sending the
     stream object to a slave node in parallel computing via MPI.

     The interface to these classes is inspired by Pierre L'Ecuyers
     RngStreams package.

     For an overview of classes and methods, see 'rstream-class'.

_A_u_t_h_o_r(_s):

     Josef Leydold <leydold@statmath.wu-wien.ac.at>

_R_e_f_e_r_e_n_c_e_s:

     P. L'Ecuyer and J. Leydold (2005): rstream: Streams of Random
     Numbers for Stochastic Simulation, R News 5(2), 16-20.

_S_e_e _A_l_s_o:

     'rstream-class'.

