Constructor Detail

• RngStream

  public RngStream()

  Creates and returns a new stream without identifier. This procedure reserves space to keep the information relative to the RngStream, initializes its seed Ig , sets Bg and Cg equal to Ig , sets its antithetic and precision switches to 0. The seed Ig is equal to the initial seed of the package given by setPackageSeed if this is the first stream created, otherwise it is Z steps ahead of that of the most recently created stream.

• RngStream

  public RngStream​(java.lang.String name)

  Creates and returns a new stream with identifier "name". This procedure reserves space to keep the information relative to the RngStream, initializes its seed Ig , sets Bg and Cg equal to Ig , sets its antithetic and precision switches to 0. The seed Ig is equal to the initial seed of the package given by setPackageSeed if this is the first stream created, otherwise it is Z steps ahead of that of the most recently created stream.

Method Detail

• finalize

  protected void finalize()
                   throws java.lang.Throwable

  Overrides:

  finalize in class java.lang.Object

  Throws:

  java.lang.Throwable

• setPackageSeed

  public static boolean setPackageSeed​(int[] seed)

  Sets the initial seed of the package RngStreams to the six integers in the vector seed. This will be the seed (initial state) of the first stream. If this procedure is not called, the default initial seed is (12345, 12345, 12345, 12345, 12345, 12345). If it is called, the first 3 values of the seed must all be less than m1 = 4294967087, and not all 0; and the last 3 values must all be less than m2 = 4294944443, and not all 0. Returns false for invalid seeds, and true otherwise.

• resetStart

  public void resetStart()

  Reinitializes the stream g to its initial state: Cg and Bg are set to Ig .

• restartStartSubstream

  public void restartStartSubstream()

  Reinitializes the stream g to the beginning of its current substream: Cg is set to Bg .

• resetNextSubstream

  public void resetNextSubstream()

  Reinitializes the stream g to the beginning of its next substream: Ng is computed, and Cg and Bg are set to Ng .

• setAntithetic

  public void setAntithetic​(boolean a)

  If a = true the stream g will start generating antithetic variates, i.e., 1 - U instead of U , until this method is called again with a = false.

• setSeed

  public boolean setSeed​(int[] seed)

  Sets the initial seed Ig of stream g to the vector seed. This vector must satisfy the same conditions as in setPackageSeed. The stream is then reset to this initial seed. The states and seeds of the other streams are not modified. As a result, after calling this procedure, the initial seeds of the streams are no longer spaced Z values apart. We discourage the use of this procedure. Returns false for invalid seeds, and true otherwise.

• advanceState

  public void advanceState​(int e,
                           int g)

  Advances the state of the stream by k values, without modifying the states of other streams (as in RngStream_SetSeed), nor the values of Bg and Ig associated with this stream. If e > 0, then k = 2e + c; if e < 0, then k = -2-e + c; and if e = 0, then k = c. Note: c is allowed to take negative values. We discourage the use of this procedure.

• randU01

  public double randU01()

  Returns a (pseudo)random number from the uniform distribution over the interval (0, 1), after advancing the state by one step. The returned number has 32 bits of precision in the sense that it is always a multiple of 1/(232 - 208), unless RngStream_IncreasedPrecis has been called for this stream.

• randInt

  public int randInt​(int i,
                     int j)

  Returns a (pseudo)random number from the discrete uniform distribution over the integers {i, i + 1, . . . , j}

• nativeInit

  public static void nativeInit()

  Class initializer, to initialize various JNI stuff