Overview of the RandomTools:-MersenneTwister Subpackage
List of RandomTools:-MersenneTwister Subpackage Commands
The RandomTools:-MersenneTwister subpackage contains functions for creating pseudo-random number generators using the Mersenne Twister algorithm. This algorithm has the following properties:
* period length of 2^19937-1
* 623-dimensional equidistribution property
* passed various tests, including the diehard test by G. Marsaglia and the load test by O.Hellekalek and S. Wegenkittl
* very fast
The MersenneTwister algorithm is implemented in the kernel and is extremely fast. This algorithm is also used within the kernel for generating random rtables and random polynomials.
The MersenneTwister algorithm is intended to be used as a general purpose random number generator. It is good for randomized algorithm and generating random data. However the MersenneTwister has not been shown to produce numbers that can be considered cryptographically secure. For cryptography the BlumBlumShub generator should be used.
Each command in the RandomTools:-MersenneTwister subpackage can be accessed by using either the long form or the short form of the command name in the command calling sequence.
The long form, RandomTools:-MersenneTwister:-command, is always available. The short form can be used after loading the package.
To display the help page for a particular MersenneTwister command, see Getting Help with a Command in a Package.
Matsumoto, Makoto and Nishimura, Takuji. "Mersenne Twister: A 623-dimensionally equidistributed uniform pseudorandom number generator." ACM Transactions on Modeling and Computer Simulation, Vol 8, No 1, (January 1998): 3-30.
The Mersenne Twister Home Page, Home page of Makoto Matsumoto, http://www.math.sci.hiroshima-u.ac.jp/~m-mat/MT/emt.html accessed 1 June 2005.
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