Package org.drip.sample.rng

Class LCGNumericalRecipesDouble

java.lang.Object
org.drip.sample.rng.LCGNumericalRecipesDouble
public class LCGNumericalRecipesDouble
extends java.lang.Object
LCGNumericalRecipesDouble demonstrates the Construction and Invocation of Linear Congruential Generator based Random Number Double's. It uses MRG32k3a Variant of the L'Ecuyer's Multiple Recursive Generator.

Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    LCGNumericalRecipesDouble()  

  • Method Summary

    Modifier and Type Method Description
    static void main​(java.lang.String[] astrArgs)
    Entry Point

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • LCGNumericalRecipesDouble

      public LCGNumericalRecipesDouble()

  • Method Details

    • main

      public static final void main​(java.lang.String[] astrArgs) throws java.lang.Exception
      Entry Point
      Parameters:
      astrArgs - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation