Examples of org.jamesii.core.math.random.generators.mersennetwister.MersenneTwister

Package org.jamesii.core.math.random.generators.mersennetwister

Examples of org.jamesii.core.math.random.generators.mersennetwister.MersenneTwister

org.jamesii.core.math.random.generators.mersennetwister.MersenneTwister
This class implements the Mersenne Twister pseudo-random number generator algorithm MT19937 as described by Matsumoto and Nishimura.
The Mersenne Twister is a very high-quality PRNG specifically suited for stochastic sampling and simulation. It has very high-order of dimensional equidistribution and passes even the Diehard tests. The period of this algorithm is 2¹⁹⁹³⁷ − 1, so repetition is pretty far away. That said it is also pretty fast in average, except for the first number to be generated and if the internal pool runs out. It is not recommend for cryptographic purposes! @author Johannes Rössel

  private static final Double[][] PERF_DATA = new Double[][] {
      { 1., .5, 1.5, 1. }, { 2.5, 2., 1.5, 1. }, { 2.5, 3.5, 3., 1. } };


  @Override
  public void setUp() {
    ps = new StochSearchPortfolioSelector(100000, new MersenneTwister());
  }

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 */
public class TestMersenneTwisterSerialization extends TestRNGSerialization {


  @Override
  protected IRandom getRNG() {
    return new MersenneTwister();
  }

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  /** The Constant serialVersionUID. */
  private static final long serialVersionUID = 7610046037240164978L;


  @Override
  public IRandom create(Long seed) {
    return new InitPhaseSkipGenerator(new MersenneTwister(
        (int) (seed & 0xffffffffL)));
  }

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Related Classes of org.jamesii.core.math.random.generators.mersennetwister.MersenneTwister

org.jamesii.asf.portfolios.TestStochasticPortfolioSelector

org.jamesii.core.math.random.generators.special.initphase.InitPhaseSkipGeneratorFactory

org.jamesii.core.math.random.serialization.TestMersenneTwisterSerialization

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