SFErangen2 (R 2.9.1)

The random number generator of uniform random numbers. The initial parameters choice is a essential in this method. This example shows the pairs form the hyperplains

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Awdesch Melzer

Statistics of Financial Markets

Thu, May 24 2012 by Dedy Dwi Prastyo

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Description: A plot is provided for parameter values of: n=1000, a=1229, b=1,M=2048, seed=12


rm(list=ls(all=TRUE))
graphics.off()
install.packages("clim.pact")
library(clim.pact)
n = 1000;
a = 1229;
b = 1;
M = 2048;
seed = 12;
y = NULL;
y[1] = seed;
i = 2;
while (i<=n){
    y[i]=mod((a*y[i-1]+b),M);
    i=i+1;
}
y = y/M;
plot(y[1:(n-2)],y[2:(n-1)],col="black",xlab=c(expression(U*bold(scriptstyle(atop(phantom(1),(i-1)))))), ylab=c(expression(U*bold(scriptstyle(atop(phantom(1),i))))))