rngwell19937 (0.5-2)

WELL19937a random number generator implemented with 53 bit output.

http://cran.r-project.org/web/packages/rngwell19937

Random number generator WELL19937a by F. Panneton, P. L'Ecuyer and M. Matsumoto with initialization using MRG32k5a by P. L'Ecuyer. 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. The output function may be set to provide numbers with 53 or 32 random bits.

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

License: file LICENSE

Uses: Does not use any package

Released about 10 years ago.