Routine |
Mark of Introduction |
Purpose |
---|---|---|
g05kff | 22 | nagf_rand_init_repeat Initializes a pseudorandom number generator to give a repeatable sequence |
g05kgf | 22 | nagf_rand_init_nonrepeat Initializes a pseudorandom number generator to give a non-repeatable sequence |
g05khf | 22 | nagf_rand_init_leapfrog Primes a pseudorandom number generator for generating multiple streams using leap-frog |
g05kjf | 22 | nagf_rand_init_skipahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
g05kkf | 23 | nagf_rand_init_skipahead_power2 Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of |
g05ncf | 22 | nagf_rand_permute Pseudorandom permutation of an integer vector |
g05ndf | 22 | nagf_rand_sample Pseudorandom sample from an integer vector |
g05nef | 23 | nagf_rand_sample_wgt Pseudorandom sample, without replacement, unequal weights |
g05nff | 28.3 | nagf_rand_resample Pseudorandom resampling, unequal weights |
g05pdf | 22 | nagf_rand_times_garch_asym1 Generates a realization of a time series from a GARCH process with asymmetry of the form |
g05pef | 22 | nagf_rand_times_garch_asym2 Generates a realization of a time series from a GARCH process with asymmetry of the form |
g05pff | 22 | nagf_rand_times_garch_gjr Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
g05pgf | 22 | nagf_rand_times_garch_exp Generates a realization of a time series from an exponential GARCH (EGARCH) process |
g05phf | 22 | nagf_rand_times_arma Generates a realization of a time series from an ARMA model |
g05pjf | 22 | nagf_rand_times_mv_varma Generates a realization of a multivariate time series from a VARMA model |
g05pmf | 22 | nagf_rand_times_smooth_exp Generates a realization of a time series from an exponential smoothing model |
g05pvf | 25 | nagf_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation |
g05pwf | 25 | nagf_rand_subsamp_xyw Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation |
g05pxf | 22 | nagf_rand_matrix_orthog Generates a random orthogonal matrix |
g05pyf | 22 | nagf_rand_matrix_corr Generates a random correlation matrix |
g05pzf | 22 | nagf_rand_matrix_2waytable Generates a random two-way table |
g05rcf | 22 | nagf_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's -copula |
g05rdf | 22 | nagf_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula |
g05ref | 23 | nagf_rand_copula_clayton_bivar Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
g05rff | 23 | nagf_rand_copula_frank_bivar Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
g05rgf | 23 | nagf_rand_copula_plackett_bivar Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
g05rhf | 23 | nagf_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
g05rjf | 23 | nagf_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
g05rkf | 23 | nagf_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
g05ryf | 22 | nagf_rand_multivar_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's -distribution |
g05rzf | 22 | nagf_rand_multivar_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
g05saf | 22 | nagf_rand_dist_uniform01 Generates a vector of pseudorandom numbers from a uniform distribution over |
g05sbf | 22 | nagf_rand_dist_beta Generates a vector of pseudorandom numbers from a beta distribution |
g05scf | 22 | nagf_rand_dist_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution |
g05sdf | 22 | nagf_rand_dist_chisq Generates a vector of pseudorandom numbers from a distribution |
g05sef | 22 | nagf_rand_dist_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution |
g05sff | 22 | nagf_rand_dist_exp Generates a vector of pseudorandom numbers from an exponential distribution |
g05sgf | 22 | nagf_rand_dist_expmix Generates a vector of pseudorandom numbers from an exponential mix distribution |
g05shf | 22 | nagf_rand_dist_f Generates a vector of pseudorandom numbers from an -distribution |
g05sjf | 22 | nagf_rand_dist_gamma Generates a vector of pseudorandom numbers from a gamma distribution |
g05skf | 22 | nagf_rand_dist_normal Generates a vector of pseudorandom numbers from a Normal distribution |
g05slf | 22 | nagf_rand_dist_logistic Generates a vector of pseudorandom numbers from a logistic distribution |
g05smf | 22 | nagf_rand_dist_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution |
g05snf | 22 | nagf_rand_dist_students_t Generates a vector of pseudorandom numbers from a Student's -distribution |
g05spf | 22 | nagf_rand_dist_triangular Generates a vector of pseudorandom numbers from a triangular distribution |
g05sqf | 22 | nagf_rand_dist_uniform Generates a vector of pseudorandom numbers from a uniform distribution over |
g05srf | 22 | nagf_rand_dist_vonmises Generates a vector of pseudorandom numbers from a von Mises distribution |
g05ssf | 22 | nagf_rand_dist_weibull Generates a vector of pseudorandom numbers from a Weibull distribution |
g05taf | 22 | nagf_rand_int_binomial Generates a vector of pseudorandom integers from a binomial distribution |
g05tbf | 22 | nagf_rand_logical Generates a vector of pseudorandom logical values |
g05tcf | 22 | nagf_rand_int_geom Generates a vector of pseudorandom integers from a geometric distribution |
g05tdf | 22 | nagf_rand_int_general Generates a vector of pseudorandom integers from a general discrete distribution |
g05tef | 22 | nagf_rand_int_hypergeom Generates a vector of pseudorandom integers from a hypergeometric distribution |
g05tff | 22 | nagf_rand_int_log Generates a vector of pseudorandom integers from a logarithmic distribution |
g05tgf | 22 | nagf_rand_int_multinomial Generates a vector of pseudorandom integers from a multinomial distribution |
g05thf | 22 | nagf_rand_int_negbin Generates a vector of pseudorandom integers from a negative binomial distribution |
g05tjf | 22 | nagf_rand_int_poisson Generates a vector of pseudorandom integers from a Poisson distribution |
g05tkf | 22 | nagf_rand_int_poisson_varmean Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
g05tlf | 22 | nagf_rand_int_uniform Generates a vector of pseudorandom integers from a uniform distribution |
g05xaf | 24 | nagf_rand_bb_init Initializes the Brownian bridge generator |
g05xbf | 24 | nagf_rand_bb Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm |
g05xcf | 24 | nagf_rand_bb_inc_init Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm |
g05xdf | 24 | nagf_rand_bb_inc Backs out the increments from sample paths generated by a Brownian bridge algorithm |
g05xef | 24 | nagf_rand_bb_make_bridge_order Creates a Brownian bridge construction order out of a set of input times |
g05yjf | 21 | nagf_rand_quasi_normal Generates a Normal quasi-random number sequence |
g05ykf | 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 | 22 | nagf_rand_quasi_uniform Generates a uniform quasi-random number sequence |
g05ynf | 22 | nagf_rand_quasi_init_scrambled Initializes a scrambled quasi-random number generator |
g05ypf | 28.5 | nagf_rand_quasi_uniform_bydim Generates a uniform quasi-random number sequence, for a subset of dimensions |
g05yqf | 28.5 | nagf_rand_quasi_normal_bydim Generates a Normal quasi-random number sequence, for a subset of dimensions |
g05yrf | 28.5 | nagf_rand_quasi_lognormal_bydim Generates a log-normal quasi-random number sequence, for a subset of dimensions |
g05zmf | 24 | nagf_rand_field_1d_user_setup Setup for simulating one-dimensional random fields, user-defined variogram |
g05znf | 24 | nagf_rand_field_1d_predef_setup Setup for simulating one-dimensional random fields |
g05zpf | 24 | nagf_rand_field_1d_generate Generates realizations of a one-dimensional random field |
g05zqf | 24 | nagf_rand_field_2d_user_setup Setup for simulating two-dimensional random fields, user-defined variogram |
g05zrf | 24 | nagf_rand_field_2d_predef_setup Setup for simulating two-dimensional random fields, preset variogram |
g05zsf | 24 | nagf_rand_field_2d_generate Generates realizations of a two-dimensional random field |
g05ztf | 24 | nagf_rand_field_fracbm_generate Generates realizations of fractional Brownian motion |