mlsjunkgen is a pseudo-random number generator.
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
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).
mlsjunkgenis available on CRAN and can be installed accordingly:
install.packages("mlsjunkgen")
library(mlsjunkgen)- You can also install
mlsjunkgenfrom GitHub using thedevtoolspackage:
install.packages("devtools")
library("devtools")
install_github("scumdogsteev/mlsjunkgen")
library(mlsjunkgen)The package consists of four functions:
junkgen- generates a pseudo-random number from user-specified seedsmlsjunkgenv- generates a vector of pseudo-random numbers by callingjunkgena user-specified number of timesmlsjunkgend- generates a data frame of pseudo-random numbers by callingjunkgena user-specified number of timesmlsjunkgenm- generates a user-specified size matrix of pseudo-random numbers by callingmlsjunkgenvand assigning the results to a matrix
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] 0.9551644mlsjunkgenv 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 0.70The 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] 0.70271mlsjunkgend 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 0.70The 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 0.70271mlsjunkgenm 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