RSTREAM: STREAMS OF RANDOM NUMBERS FOR STOCHASTIC SIMULATION rstream: Streams of Random Numbers for Stochastic Simulation

نویسنده

  • Josef Leydold
چکیده

R is an excellent tool for Steps 2 and 4 and it would be quite nice if it would provide better support for Step 3 as well. This is of particular interest for investigating complex models that go beyond the standard ones that are implemented as templates in simulation software. One requirement for this purpose is to have good sources (pseudo)random numbers available in the form of multiple streams that satisfy the following conditions:

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تاریخ انتشار 2005