rstream.antithetic-methods {rstream} | R Documentation |
Get and change the antithetic flag for an "rstream" object in package rstream.
If the antithetic flag is on (TRUE
) the "rstream" object
returns antithetic random numbers.
Antithetic random streams return numbers which have smallest possible correlation (i.e. -1) to their respective counterparts. Thus instead of a number u the number 1-u is returned.
This is useful for variance reduction techniques in Monte Carlo computations.
## S4 method for signature 'rstream': rstream.antithetic(stream) rstream.antithetic(stream) <- value
stream |
an "rstream" object. |
value |
a boolean (TRUE or FALSE ) to change the
status of the flag. |
Methods available for the following "rstream" subclasses:
rstream.mrg32k3a-class
,
rstream.runif-class
.
## create a new rstream object (of subclass rstream.mrg32k3a) s <- new("rstream.mrg32k3a") ## set antithetic flag of rstream object rstream.antithetic(s) <- TRUE ## get antithetic flag of rstream object rstream.antithetic(s)