2005-07.lec-ley
rstream: Streams of Random Numbers for Stochastic Simulation
Abstract
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.
Key Words:
random number generation,
R,
computational statistics,
stochastic simulation
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rstream package ]
Josef.Leydold@statistik.wu-wien.ac.at