Combined Linear Congruential Generators with R

Combined linear congruential generators, as the name implies, are a type of PRNG (pseudorandom number generator) that combine two or more LCGs (linear congruential generators). The combination of two or more LCGs into one random number generator can result in a marked increase in the period length of the generator...

Multiplicative Congruential Generators in R

Multiplicative congruential generators, also known as Lehmer random number generators, is a type of linear congruential generator for generating pseudorandom numbers in [latex]U(0, 1)[/latex]. The multiplicative congruential generator, often abbreviated as MLCG or MCG, is defined as a recurrence relation similar to the LCG with [latex]c = 0[/latex]. [latex display="true"]\large{X_{i+1} =...

Linear Congruential Generator in R

A Linear congruential generator (LCG) is a class of pseudorandom number generator (PRNG) algorithms used for generating sequences of random-like numbers. The generation of random numbers plays a large role in many applications ranging from cryptography to Monte Carlo methods. Linear congruential generators are one of the oldest and most...