R Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
Keyword : Random number
G05XCF
Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm
G05XDF
Backs out the increments from sample paths generated by a Brownian bridge algorithm
R Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual
© The Numerical Algorithms Group Ltd, Oxford UK. 2013