G05XAF | Initializes the Brownian bridge generator |
G05XCF | Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm |
G05XEF | Creates a Brownian bridge construction order out of a set of input times |
G05ZMF | Setup for simulating one-dimensional random fields, user-defined variogram |
L6a: | Univariate | (38 routines) |
L6b: | Multivariate | (18 routines) |
L6c: | Service routines (e.g., seed) | (11 routines) |