| Function Name |
Mark of Introduction |
Purpose |
| g05kfc
Example Text |
9 | nag_rand_init_repeatable Initializes a pseudorandom number generator to give a repeatable sequence |
| g05kgc
Example Text |
9 | nag_rand_init_nonrepeatable Initializes a pseudorandom number generator to give a non-repeatable sequence |
| g05khc
Example Text |
9 | nag_rand_leap_frog Primes a pseudorandom number generator for generating multiple streams using leap-frog |
| g05kjc
Example Text |
9 | nag_rand_skip_ahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
| g05kkc
Example Text Example Data |
23 | nag_rand_skip_ahead_power2 Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of |
| g05ncc
Example Text |
9 | nag_rand_permute Pseudorandom permutation of an integer vector |
| g05ndc
Example Text |
9 | nag_rand_sample Pseudorandom sample from an integer vector |
| g05nec
Example Text Example Data |
23 | nag_rand_sample_unequal Pseudorandom sample, without replacement, unequal weights |
| g05pdc
Example Text |
9 | nag_rand_agarchI Generates a realization of a time series from a GARCH process with asymmetry of the form |
| g05pec
Example Text |
9 | nag_rand_agarchII Generates a realization of a time series from a GARCH process with asymmetry of the form |
| g05pfc
Example Text |
9 | nag_rand_garchGJR Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g05pgc
Example Text |
9 | nag_rand_egarch Generates a realization of a time series from an exponential GARCH (EGARCH) process |
| g05phc
Example Text |
9 | nag_rand_arma Generates a realization of a time series from an ARMA model |
| g05pjc
Example Text Example Data |
9 | nag_rand_varma Generates a realization of a multivariate time series from a VARMA model |
| g05pmc
Example Text Example Data Example Plot |
9 | nag_rand_exp_smooth Generates a realization of a time series from an exponential smoothing model |
| g05pvc
Example Text Example Data |
25 | nag_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation |
| g05pwc
Example Text Example Data |
25 | nag_rand_subsamp_xyw Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation |
| g05pxc
Example Text |
9 | nag_rand_orthog_matrix Generates a random orthogonal matrix |
| g05pyc
Example Text Example Data |
9 | nag_rand_corr_matrix Generates a random correlation matrix |
| g05pzc
Example Text |
9 | nag_rand_2_way_table Generates a random two-way table |
| g05rcc
Example Text |
9 | nag_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's -copula |
| g05rdc
Example Text |
9 | nag_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula |
| g05rec
Example Text |
9 | nag_rand_bivariate_copula_clayton Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
| g05rfc
Example Text |
9 | nag_rand_bivariate_copula_frank Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
| g05rgc
Example Text |
9 | nag_rand_bivariate_copula_plackett Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
| g05rhc
Example Text |
9 | nag_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
| g05rjc
Example Text |
9 | nag_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
| g05rkc
Example Text |
9 | nag_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
| g05ryc
Example Text |
9 | nag_rand_matrix_multi_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's -distribution |
| g05rzc
Example Text |
9 | nag_rand_matrix_multi_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
| g05sac
Example Text |
9 | nag_rand_basic Generates a vector of pseudorandom numbers from a uniform distribution over |
| g05sbc
Example Text |
9 | nag_rand_beta Generates a vector of pseudorandom numbers from a beta distribution |
| g05scc
Example Text |
9 | nag_rand_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution |
| g05sdc
Example Text |
9 | nag_rand_chi_sq Generates a vector of pseudorandom numbers from a distribution |
| g05sec
Example Text |
9 | nag_rand_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution |
| g05sfc
Example Text |
9 | nag_rand_exp Generates a vector of pseudorandom numbers from an exponential distribution |
| g05sgc
Example Text |
9 | nag_rand_exp_mix Generates a vector of pseudorandom numbers from an exponential mix distribution |
| g05shc
Example Text |
9 | nag_rand_f Generates a vector of pseudorandom numbers from an -distribution |
| g05sjc
Example Text |
9 | nag_rand_gamma Generates a vector of pseudorandom numbers from a gamma distribution |
| g05skc
Example Text |
9 | nag_rand_normal Generates a vector of pseudorandom numbers from a Normal distribution |
| g05slc
Example Text |
9 | nag_rand_logistic Generates a vector of pseudorandom numbers from a logistic distribution |
| g05smc
Example Text |
9 | nag_rand_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution |
| g05snc
Example Text |
9 | nag_rand_students_t Generates a vector of pseudorandom numbers from a Student's -distribution |
| g05spc
Example Text |
9 | nag_rand_triangular Generates a vector of pseudorandom numbers from a triangular distribution |
| g05sqc
Example Text |
9 | nag_rand_uniform Generates a vector of pseudorandom numbers from a uniform distribution over |
| g05src
Example Text |
9 | nag_rand_von_mises Generates a vector of pseudorandom numbers from a von Mises distribution |
| g05ssc
Example Text |
9 | nag_rand_weibull Generates a vector of pseudorandom numbers from a Weibull distribution |
| g05tac
Example Text |
9 | nag_rand_binomial Generates a vector of pseudorandom integers from a binomial distribution |
| g05tbc
Example Text |
9 | nag_rand_logical Generates a vector of pseudorandom logical values |
| g05tcc
Example Text |
9 | nag_rand_geom Generates a vector of pseudorandom integers from a geometric distribution |
| g05tdc
Example Text |
9 | nag_rand_gen_discrete Generates a vector of pseudorandom integers from a general discrete distribution |
| g05tec
Example Text |
9 | nag_rand_hypergeometric Generates a vector of pseudorandom integers from a hypergeometric distribution |
| g05tfc
Example Text |
9 | nag_rand_logarithmic Generates a vector of pseudorandom integers from a logarithmic distribution |
| g05tgc
Example Text |
9 | nag_rand_gen_multinomial Generates a vector of pseudorandom integers from a multinomial distribution |
| g05thc
Example Text |
9 | nag_rand_neg_bin Generates a vector of pseudorandom integers from a negative binomial distribution |
| g05tjc
Example Text |
9 | nag_rand_poisson Generates a vector of pseudorandom integers from a Poisson distribution |
| g05tkc
Example Text |
9 | nag_rand_compd_poisson Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
| g05tlc
Example Text |
9 | nag_rand_discrete_uniform Generates a vector of pseudorandom integers from a uniform distribution |
| g05xac
Example Text |
24 | nag_rand_bb_init Initializes the Brownian bridge generator |
| g05xbc
Example Text |
24 | nag_rand_bb Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm |
| g05xcc
Example Text |
24 | nag_rand_bb_inc_init Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm |
| g05xdc
Example Text |
24 | nag_rand_bb_inc Backs out the increments from sample paths generated by a Brownian bridge algorithm |
| g05xec
Example Text |
24 | nag_rand_bb_make_bridge_order Creates a Brownian bridge construction order out of a set of input times |
| g05yjc
Example Text |
9 | nag_quasi_rand_normal Generates a Normal quasi-random number sequence |
| g05ykc
Example Text |
9 | nag_quasi_rand_lognormal Generates a log-normal quasi-random number sequence |
| g05ylc | 9 | nag_quasi_init Initializes a quasi-random number generator |
| g05ymc
Example Text |
9 | nag_quasi_rand_uniform Generates a uniform quasi-random number sequence |
| g05ync
Example Text |
9 | nag_quasi_init_scrambled Initializes a scrambled quasi-random number generator |
| g05zmc
Example Text Example Data |
24 | nag_rand_field_1d_user_setup Setup for simulating one-dimensional random fields, user-defined variogram |
| g05znc
Example Text Example Data |
24 | nag_rand_field_1d_predef_setup Setup for simulating one-dimensional random fields |
| g05zpc
Example Text Example Data |
24 | nag_rand_field_1d_generate Generates realizations of a one-dimensional random field |
| g05zqc
Example Text Example Data |
24 | nag_rand_field_2d_user_setup Setup for simulating two-dimensional random fields, user-defined variogram |
| g05zrc
Example Text Example Data Example Plot |
24 | nag_rand_field_2d_predef_setup Setup for simulating two-dimensional random fields, preset variogram |
| g05zsc
Example Text Example Data |
24 | nag_rand_field_2d_generate Generates realizations of a two-dimensional random field |
| g05ztc
Example Text Example Data |
24 | nag_rand_field_fracbm_generate Generates realizations of fractional Brownian motion |