AR1Correlated
Uses the autoregressive to anything algorithm to generate correlated uniform variates. The user supplies the correlation of the underlying AR(1) process. The resulting correlation in the u's may not necessarily meet this correlation, due to the correlation matching problem.
Properties
If true, the stream will automatically participate in having its stream advanced to the next sub-stream via stream managers
Tells the stream to start producing antithetic variates
Returns the antithetic value of the previous value
If true, the stream will automatically participate in having its stream reset to its start stream via stream managers
Functions
Positions the RNG at the beginning of its next substream
Returns a copy of the stream that has exactly the same state
A convenience function for allowing the range to be specified via a range
Returns a (pseudo)random number from the discrete uniform distribution over the integers {i, i + 1, . . . , j }, using this stream. Calls randU01 once.
The resetStartStream method will position the RNG at the beginning of its stream. This is the same location in the stream as assigned when the RNG was created and initialized.
Resets the position of the RNG at the start of the current substream