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r-rngwell19937

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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.

Installation

To install this package, run one of the following:

Conda
$conda install r_test::r-rngwell19937

Usage Tracking

0.6_0
1 / 8 versions selected
Total downloads: 0

About

Summary

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.

Information Last Updated

Apr 22, 2025 at 15:32

License

file LICENSE (Restricts use)

Total Downloads

3

Platforms

Linux 64 Version: 0.6_0
Win 64 Version: 0.6_0
macOS 64 Version: 0.6_0