| 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
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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 |
| 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 realization of a time series from a GARCH process with asymmetry of the form |
| G05PEF
Example Text Example Data |
22 | nagf_rand_times_garch_asym2 Generates a realization of a time series from a GARCH process with asymmetry of the form |
| G05PFF
Example Text Example Data |
22 | nagf_rand_times_garch_GJR Generates a realization 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 realization of a time series from an exponential GARCH (EGARCH) process |
| G05PHF
Example Text Example Data |
22 | nagf_rand_times_arma Generates a realization of a time series from an ARMA model |
| G05PJF
Example Text Example Data |
22 | nagf_rand_times_mv_varma Generates a realization of a multivariate time series from a VARMA model |
| G05PMF
Example Text Example Data Example Plot |
22 | nagf_rand_times_smooth_exp Generates a realization of a time series from an exponential smoothing model |
| G05PVF
Example Text Example Data |
25 | nagf_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation |
| G05PWF
Example Text Example Data |
25 | nagf_rand_subsamp_xyw Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation |
| 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 -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 -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 |
| 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 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 -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 -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 |
| 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 |
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 realizations 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 realizations of a two-dimensional random field |
| G05ZTF
Example Text Example Data |
24 | nagf_rand_field_fracbm_generate Generates realizations of fractional Brownian motion |