rngwell19937: WELL19937a random number generator implemented with 53 bit output

A stand-alone package for the random number generator WELL19937a by F. Panneton, P. L'Ecuyer and M. Matsumoto. The initialization algorithm allows to seed the generator with a vector of integers 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.

Version: 0.5-4
Published: 2012-01-17
Author: Petr Savicky
Maintainer: Petr Savicky <savicky at cs.cas.cz>
License: file LICENSE
NeedsCompilation: yes
Materials: ChangeLog
In views: Distributions
CRAN checks: rngwell19937 results

Downloads:

Reference manual: rngwell19937.pdf
Package source: rngwell19937_0.5-4.tar.gz
Windows binaries: r-devel: rngwell19937_0.5-4.zip, r-release: rngwell19937_0.5-4.zip, r-oldrel: rngwell19937_0.5-4.zip
OS X Snow Leopard binaries: r-release: rngwell19937_0.5-4.tgz, r-oldrel: rngwell19937_0.5-4.tgz
OS X Mavericks binaries: r-release: rngwell19937_0.5-4.tgz
Old sources: rngwell19937 archive