G05 Chapter Contents : NAG Library Manual, Mark 24

Routine Name	Mark of Introduction	Purpose
G05KFF Example Text Example Data	22	nagf_rand_init_repeat Initializes a pseudorandom number generator to give a repeatable sequence
G05KGF Example Text Example Data	22	nagf_rand_init_nonrepeat Initializes a pseudorandom number generator to give a non-repeatable sequence
G05KHF Example Text Example Data	22	nagf_rand_init_leapfrog Primes a pseudorandom number generator for generating multiple streams using leap-frog
G05KJF Example Text Example Data	22	nagf_rand_init_skipahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead
G05KKF Example Text Example Data	23	nagf_rand_init_skipahead_power2 Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of $2$
G05NCF Example Text Example Data	22	nagf_rand_permute Pseudorandom permutation of an integer vector
G05NDF Example Text Example Data	22	nagf_rand_sample Pseudorandom sample from an integer vector
G05NEF Example Text Example Data	23	nagf_rand_sample_wgt Pseudorandom sample, without replacement, unequal weights
G05PDF Example Text Example Data	22	nagf_rand_times_garch_asym1 Generates a realisation of a time series from a GARCH process with asymmetry of the form ${(ε_{t - 1} + γ)}^{2}$
G05PEF Example Text Example Data	22	nagf_rand_times_garch_asym2 Generates a realisation of a time series from a GARCH process with asymmetry of the form ${(\|ε_{t - 1}\| + γ ε_{t - 1})}^{2}$
G05PFF Example Text Example Data	22	nagf_rand_times_garch_GJR Generates a realisation of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
G05PGF Example Text Example Data	22	nagf_rand_times_garch_exp Generates a realisation of a time series from an exponential GARCH (EGARCH) process
G05PHF Example Text Example Data	22	nagf_rand_times_arma Generates a realisation of a time series from an ARMA model
G05PJF Example Text Example Data	22	nagf_rand_times_mv_varma Generates a realisation of a multivariate time series from a VARMA model
G05PMF Example Text Example Data Example Plot	22	nagf_rand_times_smooth_exp Generates a realisation of a time series from an exponential smoothing model
G05PXF Example Text Example Data	22	nagf_rand_matrix_orthog Generates a random orthogonal matrix
G05PYF Example Text Example Data	22	nagf_rand_matrix_corr Generates a random correlation matrix
G05PZF Example Text Example Data	22	nagf_rand_matrix_2waytable Generates a random two-way table
G05RCF Example Text Example Data	22	nagf_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's $t$ -copula
G05RDF Example Text Example Data	22	nagf_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula
G05REF Example Text Example Data	23	nagf_rand_copula_clayton_bivar Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula
G05RFF Example Text Example Data	23	nagf_rand_copula_frank_bivar Generates a matrix of pseudorandom numbers from a bivariate Frank copula
G05RGF Example Text Example Data	23	nagf_rand_copula_plackett_bivar Generates a matrix of pseudorandom numbers from a bivariate Plackett copula
G05RHF Example Text Example Data	23	nagf_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula
G05RJF Example Text Example Data	23	nagf_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula
G05RKF Example Text Example Data	23	nagf_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula
G05RYF Example Text Example Data	22	nagf_rand_multivar_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's $t$ -distribution
G05RZF Example Text Example Data	22	nagf_rand_multivar_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution
G05SAF Example Text Example Data	22	nagf_rand_dist_uniform01 Generates a vector of pseudorandom numbers from a uniform distribution over $(0, 1]$
G05SBF Example Text Example Data	22	nagf_rand_dist_beta Generates a vector of pseudorandom numbers from a beta distribution
G05SCF Example Text Example Data	22	nagf_rand_dist_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution
G05SDF Example Text Example Data	22	nagf_rand_dist_chisq Generates a vector of pseudorandom numbers from a $χ^{2}$ distribution
G05SEF Example Text Example Data	22	nagf_rand_dist_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution
G05SFF Example Text Example Data	22	nagf_rand_dist_exp Generates a vector of pseudorandom numbers from an exponential distribution
G05SGF Example Text Example Data	22	nagf_rand_dist_expmix Generates a vector of pseudorandom numbers from an exponential mix distribution
G05SHF Example Text Example Data	22	nagf_rand_dist_f Generates a vector of pseudorandom numbers from an $F$ -distribution
G05SJF Example Text Example Data	22	nagf_rand_dist_gamma Generates a vector of pseudorandom numbers from a gamma distribution
G05SKF Example Text Example Data	22	nagf_rand_dist_normal Generates a vector of pseudorandom numbers from a Normal distribution
G05SLF Example Text Example Data	22	nagf_rand_dist_logistic Generates a vector of pseudorandom numbers from a logistic distribution
G05SMF Example Text Example Data	22	nagf_rand_dist_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution
G05SNF Example Text Example Data	22	nagf_rand_dist_students_t Generates a vector of pseudorandom numbers from a Student's $t$ -distribution
G05SPF Example Text Example Data	22	nagf_rand_dist_triangular Generates a vector of pseudorandom numbers from a triangular distribution
G05SQF Example Text Example Data	22	nagf_rand_dist_uniform Generates a vector of pseudorandom numbers from a uniform distribution over $[a, b]$
G05SRF Example Text Example Data	22	nagf_rand_dist_vonmises Generates a vector of pseudorandom numbers from a von Mises distribution
G05SSF Example Text Example Data	22	nagf_rand_dist_weibull Generates a vector of pseudorandom numbers from a Weibull distribution
G05TAF Example Text Example Data	22	nagf_rand_int_binomial Generates a vector of pseudorandom integers from a binomial distribution
G05TBF Example Text Example Data	22	nagf_rand_logical Generates a vector of pseudorandom logical values
G05TCF Example Text Example Data	22	nagf_rand_int_geom Generates a vector of pseudorandom integers from a geometric distribution
G05TDF Example Text Example Data	22	nagf_rand_int_general Generates a vector of pseudorandom integers from a general discrete distribution
G05TEF Example Text Example Data	22	nagf_rand_int_hypergeom Generates a vector of pseudorandom integers from a hypergeometric distribution
G05TFF Example Text Example Data	22	nagf_rand_int_log Generates a vector of pseudorandom integers from a logarithmic distribution
G05TGF Example Text Example Data	22	nagf_rand_int_multinomial Generates a vector of pseudorandom integers from a multinomial distribution
G05THF Example Text Example Data	22	nagf_rand_int_negbin Generates a vector of pseudorandom integers from a negative binomial distribution
G05TJF Example Text Example Data	22	nagf_rand_int_poisson Generates a vector of pseudorandom integers from a Poisson distribution
G05TKF Example Text Example Data	22	nagf_rand_int_poisson_varmean Generates a vector of pseudorandom integers from a Poisson distribution with varying mean
G05TLF Example Text Example Data	22	nagf_rand_int_uniform Generates a vector of pseudorandom integers from a uniform distribution
G05XAF Example Text	24	nagf_rand_bb_init Initializes the Brownian bridge generator
G05XBF Example Text	24	nagf_rand_bb Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm
G05XCF Example Text Example Data	24	nagf_rand_bb_inc_init Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm
G05XDF Example Text	24	nagf_rand_bb_inc Backs out the increments from sample paths generated by a Brownian bridge algorithm
G05XEF Example Text	24	nagf_rand_bb_make_bridge_order Creates a Brownian bridge construction order out of a set of input times
G05YJF Example Text Example Data	21	nagf_rand_quasi_normal Generates a Normal quasi-random number sequence
G05YKF Example Text Example Data	21	nagf_rand_quasi_lognormal Generates a log-normal quasi-random number sequence
G05YLF	22	nagf_rand_quasi_init Initializes a quasi-random number generator
G05YMF Example Text Example Data	22	nagf_rand_quasi_uniform Generates a uniform quasi-random number sequence
G05YNF Example Text Example Data	22	nagf_rand_quasi_init_scrambled Initializes a scrambled quasi-random number generator
G05ZMF Example Text Example Data	24	nagf_rand_field_1d_user_setup Setup for simulating one-dimensional random fields, user-defined variogram
G05ZNF Example Text Example Data	24	nagf_rand_field_1d_predef_setup Setup for simulating one-dimensional random fields
G05ZPF Example Text Example Data	24	nagf_rand_field_1d_generate Generates realisations of a one-dimensional random field
G05ZQF Example Text Example Data	24	nagf_rand_field_2d_user_setup Setup for simulating two-dimensional random fields, user-defined variogram
G05ZRF Example Text Example Data Example Plot	24	nagf_rand_field_2d_predef_setup Setup for simulating two-dimensional random fields, preset variogram
G05ZSF Example Text Example Data	24	nagf_rand_field_2d_generate Generates realisations of a two-dimensional random field
G05ZTF Example Text Example Data	24	nagf_rand_field_fracbm_generate Generates realisations of fractional Brownian motion

NAG Library Chapter Contents

G05 – Random Number Generators

G05 Chapter Introduction

NAG Library Chapter ContentsG05 – Random Number Generators

G05 Chapter Introduction

NAG Library Chapter Contents

G05 – Random Number Generators