RandomGeneratorType Enumeration |
Type of random number generator.
Namespace: FinMath.Statistics
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
public enum RandomGeneratorType
Members| Member name | Value | Description | |
|---|---|---|---|
| MCG31 | 1048576 | A 31-bit multiplicative congruential generator. | |
| R250 | 2097152 | A generalized feedback shift register generator. | |
| MRG32K3A | 3145728 | A combined multiple recursive generator with two components of order 3. | |
| MCG59 | 4194304 | A 59-bit multiplicative congruential generator. | |
| WH | 5242880 | A set of 273 Wichmann-Hill combined multiplicative congruential generators. | |
| SOBOL | 6291456 | 32-bit Gray code-based generator producing low-discrepancy sequences for dimensions 1 ≤ s ≤ 40; user-defined dimensions are also available. | |
| NIEDERR | 7340032 | A 32-bit Gray code-based generator producing low-discrepancy sequences for dimensions 1 ≤ s ≤ 318; user-defined dimensions are also available. | |
| MT19937 | 8388608 | A Mersenne Twister pseudorandom number generator. | |
| MT2203 | 9437184 | A set of 1024 Mersenne Twister pseudorandom number generators. | |
| SFMT19937 | 13631488 | A SIMD-oriented Fast Mersenne Twister pseudorandom number generator. |
See Also