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Keyword Index for the NAG Library Manual
NAG Library Manual

Keyword : Random numbers

G05KFF   Initializes a pseudorandom number generator to give a repeatable sequence
G05KGF   Initializes a pseudorandom number generator to give a non-repeatable sequence
G05KHF   Primes a pseudorandom number generator for generating multiple streams using leap-frog
G05KJF   Primes a pseudorandom number generator for generating multiple streams using skip-ahead
G05KKF   Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of 2
G05NCF   Pseudorandom permutation of an integer vector
G05NDF   Pseudorandom sample from an integer vector
G05NEF   Pseudorandom sample, without replacement, unequal weights
G05PDF   Generates a realisation of a time series from a GARCH process with asymmetry of the form εt-1+γ2
G05PEF   Generates a realisation of a time series from a GARCH process with asymmetry of the form εt-1+γ εt-12
G05PFF   Generates a realisation of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
G05PGF   Generates a realisation of a time series from an exponential GARCH (EGARCH) process
G05PHF   Generates a realisation of a time series from an ARMA model
G05PJF   Generates a realisation of a multivariate time series from a VARMA model
G05PMF   Generates a realisation of a time series from an exponential smoothing model
G05PXF   Generates a random orthogonal matrix
G05PYF   Generates a random correlation matrix
G05PZF   Generates a random two-way table
G05RCF   Generates a matrix of pseudorandom numbers from a Student's t-copula
G05RDF   Generates a matrix of pseudorandom numbers from a Gaussian copula
G05REF   Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula
G05RFF   Generates a matrix of pseudorandom numbers from a bivariate Frank copula
G05RGF   Generates a matrix of pseudorandom numbers from a bivariate Plackett copula
G05RHF   Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula
G05RJF   Generates a matrix of pseudorandom numbers from a multivariate Frank copula
G05RKF   Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula
G05RYF   Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution
G05RZF   Generates a matrix of pseudorandom numbers from a multivariate Normal distribution
G05SAF   Generates a vector of pseudorandom numbers from a uniform distribution over 0,1
G05SBF   Generates a vector of pseudorandom numbers from a beta distribution
G05SCF   Generates a vector of pseudorandom numbers from a Cauchy distribution
G05SDF   Generates a vector of pseudorandom numbers from a χ2 distribution
G05SEF   Generates a vector of pseudorandom numbers from a Dirichlet distribution
G05SFF   Generates a vector of pseudorandom numbers from an exponential distribution
G05SGF   Generates a vector of pseudorandom numbers from an exponential mix distribution
G05SHF   Generates a vector of pseudorandom numbers from an F-distribution
G05SJF   Generates a vector of pseudorandom numbers from a gamma distribution
G05SKF   Generates a vector of pseudorandom numbers from a Normal distribution
G05SLF   Generates a vector of pseudorandom numbers from a logistic distribution
G05SMF   Generates a vector of pseudorandom numbers from a log-normal distribution
G05SNF   Generates a vector of pseudorandom numbers from a Student's t-distribution
G05SPF   Generates a vector of pseudorandom numbers from a triangular distribution
G05SQF   Generates a vector of pseudorandom numbers from a uniform distribution over a,b
G05SRF   Generates a vector of pseudorandom numbers from a von Mises distribution
G05SSF   Generates a vector of pseudorandom numbers from a Weibull distribution
G05TAF   Generates a vector of pseudorandom integers from a binomial distribution
G05TBF   Generates a vector of pseudorandom logical values
G05TCF   Generates a vector of pseudorandom integers from a geometric distribution
G05TDF   Generates a vector of pseudorandom integers from a general discrete distribution
G05TEF   Generates a vector of pseudorandom integers from a hypergeometric distribution
G05TFF   Generates a vector of pseudorandom integers from a logarithmic distribution
G05TGF   Generates a vector of pseudorandom integers from a multinomial distribution
G05THF   Generates a vector of pseudorandom integers from a negative binomial distribution
G05TJF   Generates a vector of pseudorandom integers from a Poisson distribution
G05TKF   Generates a vector of pseudorandom integers from a Poisson distribution with varying mean
G05TLF   Generates a vector of pseudorandom integers from a uniform distribution
G05XBF   Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm
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
G05YJF   Generates a Normal quasi-random number sequence
G05YKF   Generates a log-normal quasi-random number sequence
G05YLF   Initializes a quasi-random number generator
G05YMF   Generates a uniform quasi-random number sequence
G05YNF   Initializes a scrambled quasi-random number generator
G05ZMF   Setup for simulating one-dimensional random fields, user-defined variogram
G05ZNF   Setup for simulating one-dimensional random fields
G05ZPF   Generates realisations of a one-dimensional random field
G05ZQF   Setup for simulating two-dimensional random fields, user-defined variogram
G05ZRF   Setup for simulating two-dimensional random fields, preset variogram
G05ZSF   Generates realisations of a two-dimensional random field
G05ZTF   Generates realisations of fractional Brownian motion

R Index Page
Keyword Index for the NAG Library Manual
NAG Library Manual

© The Numerical Algorithms Group Ltd, Oxford UK. 2013