G05 Chapter Contents : NAG Library Manual, Mark 27

Routine	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	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 realization 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 realization 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 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 $K$ -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 $t$ -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	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

NAG FL InterfaceG05 (Rand)Random Number Generators

NAG FL Interface
G05 (Rand)
Random Number Generators