lcg.m

Numerical Methods In_Finance And Economics Matlab Source Code

function [USeq, ZSeq] = LCG(a,c,m,seed,N)
ZSeq = zeros(N,1);
USeq = zeros(N,1);
for i=1:N
    seed = mod(a*seed+c, m);
    ZSeq(i) = seed;
    USeq(i) = seed/m;
end