Package org.drip.sample.rng

QR Unbiased Antithetic Random Generator

Author:

Lakshmi Krishnamurthy

Class Summary

Class	Description
LCGNumericalRecipesDouble	LCGNumericalRecipesDouble demonstrates the Construction and Invocation of Linear Congruential Generator based Random Number Double's.
LCGNumericalRecipesLong	LCGNumericalRecipesLong demonstrates the Construction and Invocation of Linear Congruential Generator based Random Number Long's.
MRG32k3a	MRG32k3a demonstrates the Construction and Invocation of MRG32k3a Variant of the L'Ecuyer's Multiple Recursive Generator.
RdMultiPath	RdMultiPath illustrates the Generation of the Multi-Path Correlated Random Variables without using Quadratic Re-sampling or Antithetic Variables.
RdMultiPathAntithetic	RdMultiPathAntithetic illustrates the Generation of the Multi-Path Correlated Random Variables with Antithetic Variables but without using Quadratic Re-sampling.
RdMultiPathQR	RdMultiPathQR illustrates the Generation of the Multi-Path Correlated Random Variables using Quadratic Re-sampling but without Antithetic Variables.
RdMultiPathQRUnbiased	RdMultiPathQRUnbiased illustrates the Generation of the Multi-Path Correlated Random Variables using Quadratic Re-sampling but without Antithetic Variables.
ShiftRegisterDouble	ShiftRegisterDouble demonstrates the Construction and Invocation of Shift Register Generator based Random Number Double's.
ShiftRegisterLong	ShiftRegisterLong demonstrates the Construction and Invocation of Shift Register Generator based Random Number Long's.