Package dev.nm.stat.random.rng.univariate.uniform.linear

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 simple LinearCongruentialGenerator, such as Lehmer, 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: \[ \begin{gathered} x_{i} = (a_{1} \cdot x_{i-1} + a_{2} \cdot x_{i-2} + \ldots + a_{k} \cdot x_{i-k}) \operatorname{mod} m \\ u_{i} = x_{i} / m \end{gathered} \]