Package dev.nm.stat.random.rng.univariate.uniform.linear
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Interface Summary Interface Description LinearCongruentialGenerator A linear congruential generator (LCG) produces a sequence of pseudo-random numbers based on a linear recurrence relation. -
Class Summary Class Description CompositeLinearCongruentialGenerator A composite generator combines a number of simpleLinearCongruentialGenerator
, such asLehmer
, to form one longer period generator by first summing values and then taking modulus.LEcuyer This is the uniform random number generator recommended by L'Ecuyer in 1996.Lehmer Lehmer proposed a general linear congruential generator that generates pseudo-random numbers in [0, 1].MRG A Multiple Recursive Generator (MRG) is a linear congruential generator which takes this form: