rngwell19937 (0.6-0)

0 users

Random number generator WELL19937a with 53 or 32 bit output.


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.

Maintainer: Petr Savicky
Author(s): Petr Savicky <savicky@cs.cas.cz>

License: file LICENSE

Uses: Does not use any package

Released about 5 years ago.

3 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of rngwell19937 yet. Want to be the first? Write one now.

Related packages: BiasedUrn, CircStats, Davies, GLDEX, GSM, HI, HyperbolicDist, LearnBayes, Lmoments, MCMCpack, Runuran, SuppDists, VGAM, agricolae, bayesm, benchden, circular, compositions, copula, distrDoc(20 best matches, based on common tags.)

Search for rngwell19937 on google, google scholar, r-help, r-devel.

Visit rngwell19937 on R Graphical Manual.