Use the MLS Junk Generator Algorithm to Generate a Stream of Pseudo-Random Numbers.
mlsjunkgen
Background
mlsjunkgen
is a pseudo-random number generator.
Algorithm
For any seed values of w, x, y, z:
ri = 5.980217w2 + 9.446377x0.25 + 4.81379y0.33 + 8.91197z0.5
ri = ri - Int(ri)
For ri+1:
w = x
x = y
y = z
z = ri
Analysis
This generator tends to do well with various tests for randomness (K-S, Chi Square, test for runs up and down). It may not perform as well on other tests (e.g., tests for runs above and below the mean), but that could relate to my choice of seeds. As a point of reference, the period of Excel’s built-in random number generator is 16,777,216 and the MLS Junk Generator’s period is something greater than 9.9 billion (the point at which I gave up on trying to determine it).
Installation
mlsjunkgen
is available on CRAN and can be installed accordingly:
install.packages("mlsjunkgen")
library(mlsjunkgen)
- You can also install
mlsjunkgen
from GitHub using thedevtools
package:
install.packages("devtools")
library("devtools")
install_github("scumdogsteev/mlsjunkgen")
library(mlsjunkgen)
Usage
The package consists of four functions:
junkgen
- generates a pseudo-random number from user-specified seedsmlsjunkgenv
- generates a vector of pseudo-random numbers by callingjunkgen
a user-specified number of timesmlsjunkgend
- generates a data frame of pseudo-random numbers by callingjunkgen
a user-specified number of timesmlsjunkgenm
- generates a user-specified size matrix of pseudo-random numbers by callingmlsjunkgenv
and assigning the results to a matrix
Examples
junkgen
generates a single pseudo-random number based on four user-specified seeds:
w <- 1
x <- 2
y <- 3
z <- 4
junkgen(w = w, x = x, y = y, z = z)
#> [1] 0.9551644
mlsjunkgenv
generates a vector containing a stream of n
(default = 1) user-specified pseudo-random numbers based on four user-specified seeds rounded to a specified (default = 5) number of decimal places:
mlsjunkgenv(n = 10, w = w, x = x, y = y, z = z, round = 2)
#> [1] 0.96 0.67 0.21 0.34 0.12 0.56 0.59 0.11 0.34 0.70
The same example with default rounding:
mlsjunkgenv(n = 10, w = w, x = x, y = y, z = z)
#> [1] 0.95516 0.66908 0.21235 0.34488 0.11995 0.56398 0.59235 0.11432 0.33525
#> [10] 0.70271
mlsjunkgend
generates a data frame containing a stream of n
user-specified pseudo-random numbers based on four user-specified seeds:
mlsjunkgend(n = 10, w = w, x = x, y = y, z = z, round = 2)
#> RN
#> 1 0.96
#> 2 0.67
#> 3 0.21
#> 4 0.34
#> 5 0.12
#> 6 0.56
#> 7 0.59
#> 8 0.11
#> 9 0.34
#> 10 0.70
The same example with default rounding:
mlsjunkgend(n = 10, w = w, x = x, y = y, z = z)
#> RN
#> 1 0.95516
#> 2 0.66908
#> 3 0.21235
#> 4 0.34488
#> 5 0.11995
#> 6 0.56398
#> 7 0.59235
#> 8 0.11432
#> 9 0.33525
#> 10 0.70271
mlsjunkgenm
generates a matrix of user-specified size containing a stream of pseudo-random numbers based on four user-specified seeds:
mlsjunkgenm(nrow = 5, ncol = 5, w = w, x = x, y = y, z = z, round = 3)
#> [,1] [,2] [,3] [,4] [,5]
#> [1,] 0.955 0.564 0.418 0.052 0.020
#> [2,] 0.669 0.592 0.313 0.663 0.110
#> [3,] 0.212 0.114 0.920 0.802 0.685
#> [4,] 0.345 0.335 0.379 0.160 0.286
#> [5,] 0.120 0.703 0.280 0.586 0.452