G05 Chapter Contents : N AG Library Manual, Mark 30

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 $2$
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 ${(ε_{t - 1} + γ)}^{2}$
g05pef	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	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 $K$ -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 $t$ -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 $t$ -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 $(0, 1]$
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 $χ^{2}$ 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 $F$ -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 $t$ -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 $[a, b]$
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

NAG FL InterfaceG05 (Rand)Random Number Generators

NAG FL Interface
G05 (Rand)
Random Number Generators