G05 Chapter Contents : NAG Library Manual, Mark 23

Function Name	Mark of Introduction	Purpose
g05cac Example Text	1	nag_random_continuous_uniform Pseudorandom real numbers, uniform distribution over (0,1) Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05cbc Example Text	1	nag_random_init_repeatable Initialize random number generating functions to give repeatable sequence Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ccc Example Text	1	nag_random_init_nonrepeatable Initialize random number generating functions to give non-repeatable sequence Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05cfc Example Text	1	nag_save_random_state Save state of random number generating functions Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05cgc Example Text	1	nag_restore_random_state Restore state of random number generating functions Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05dac Example Text	1	nag_random_continuous_uniform_ab Pseudorandom real numbers, uniform distribution over $(a, b)$ Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05dbc Example Text	1	nag_random_exp Pseudorandom real numbers, (negative) exponential distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ddc Example Text	1	nag_random_normal Pseudorandom real numbers, Normal distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05dyc Example Text	1	nag_random_discrete_uniform Pseudorandom integer from uniform distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05eac Example Text	2	nag_ref_vec_multi_normal Set up reference vector for multivariate Normal distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ecc Example Text	2	nag_ref_vec_poisson Set up reference vector for generating pseudorandom integers, Poisson distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05edc Example Text	2	nag_ref_vec_binomial Set up reference vector for generating pseudorandom integers, binomial distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ehc Example Text	3	nag_ran_permut_vec Pseudorandom permutation of an integer vector Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ejc Example Text	3	nag_ran_sample_vec pseudorandom sample without replacement from an integer vector Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05exc Example Text	2	nag_ref_vec_discrete_pdf_cdf Set up reference vector from supplied cumulative distribution function or probability distribution function Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05eyc Example Text	2	nag_return_discrete Pseudorandom integer from reference vector Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ezc Example Text	2	nag_return_multi_normal Pseudorandom multivariate Normal vector from reference vector Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05fec Example Text	2	nag_random_beta pseudorandom real numbers from the beta distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ffc Example Text	2	nag_random_gamma pseudorandom real numbers from the gamma distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05hac Example Text	3	nag_arma_time_series ARMA time series of $n$ terms Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05hkc	6	nag_generate_agarchI Univariate time series, generate $n$ terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form ${(ε_{t - 1} + γ)}^{2}$ Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05hlc	6	nag_generate_agarchII Univariate time series, generate $n$ terms of a GARCH process with asymmetry of the form ${(\|ε_{t - 1}\| + γ ε_{t - 1})}^{2}$ Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05hmc	6	nag_generate_garchGJR Univariate time series, generate $n$ terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05kac Example Text	7	nag_rngs_basic Pseudorandom real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05kbc Example Text	7	nag_rngs_init_repeatable Initialize seeds of a given generator for random number generating functions (that pass seeds explicitly) to give a repeatable sequence Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05kcc Example Text	7	nag_rngs_init_nonrepeatable Initialize seeds of a given generator for random number generating functions (that pass seeds expicitly) to give non-repeatable sequence Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05kec Example Text	7	nag_rngs_logical Pseudorandom logical (boolean) value, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05kfc Example Text	9	nag_rand_init_repeatable Initializes a pseudorandom number generator to give a repeatable sequence
g05kgc Example Text	9	nag_rand_init_nonrepeatable Initializes a pseudorandom number generator to give a non-repeatable sequence
g05khc Example Text	9	nag_rand_leap_frog Primes a pseudorandom number generator for generating multiple streams using leap-frog
g05kjc Example Text	9	nag_rand_skip_ahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead
g05kkc Example Text Example Data	23	nag_rand_skip_ahead_power2 Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of $2$
g05lac Example Text	7	nag_rngs_normal Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lbc Example Text	7	nag_rngs_students_t Generates a vector of random numbers from a Student's $t$ -distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lcc Example Text	7	nag_rngs_chi_sq Generates a vector of random numbers from a $χ^{2}$ distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ldc Example Text	7	nag_rngs_f Generates a vector of random numbers from an $F$ -distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lec Example Text	7	nag_rngs_beta Generates a vector of random numbers from a $β$ distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lfc Example Text	7	nag_rngs_gamma Generates a vector of random numbers from a $γ$ distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lgc Example Text	7	nag_rngs_uniform Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lhc Example Text	7	nag_rngs_triangular Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ljc Example Text	7	nag_rngs_exp Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lkc Example Text	7	nag_rngs_lognormal Generates a vector of random numbers from a log-normal distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05llc Example Text	7	nag_rngs_cauchy Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lmc Example Text	7	nag_rngs_weibull Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lnc Example Text	7	nag_rngs_logistic Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lpc Example Text	7	nag_rngs_von_mises Generates a vector of random numbers from a von Mises distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lqc Example Text	7	nag_rngs_exp_mix Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lxc Example Text	8	nag_rngs_matrix_multi_students_t Generates a matrix of random numbers from a multivariate Student's $t$ -distribution, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lyc Example Text	8	nag_rgsn_matrix_multi_normal Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05lzc Example Text	7	nag_rngs_multi_normal Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mac Example Text	7	nag_rngs_discrete_uniform Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mbc Example Text	7	nag_rngs_geom Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mcc Example Text	7	nag_rngs_neg_bin Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mdc Example Text	7	nag_rngs_logarithmic Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mec Example Text	7	nag_rngs_compd_poisson Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mjc Example Text	7	nag_rngs_binomial Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mkc Example Text	7	nag_rngs_poisson Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mlc Example Text	7	nag_rngs_hypergeometric Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mrc Example Text	7	nag_rngs_gen_multinomial Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05mzc Example Text	7	nag_rngs_gen_discrete Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05nac Example Text	7	nag_rngs_permute Pseudorandom permutation of an integer vector Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05nbc Example Text	7	nag_rngs_sample Pseudorandom sample from an integer vector Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ncc Example Text	9	nag_rand_permute Pseudorandom permutation of an integer vector
g05ndc Example Text	9	nag_rand_sample Pseudorandom sample from an integer vector
g05nec Example Text Example Data	23	nag_rand_sample_unequal Pseudorandom sample, without replacement, unequal weights
g05pac Example Text	7	nag_rngs_arma_time_series Generates a realization of a time series from an ARMA model Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05pcc Example Text Example Data	7	nag_rngs_varma_time_series Generates a realization of a multivariate time series from a VARMA model Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05pdc Example Text	9	nag_rand_agarchI Generates a realization of a time series from a GARCH process with asymmetry of the form ${(ε_{t - 1} + γ)}^{2}$
g05pec Example Text	9	nag_rand_agarchII Generates a realization of a time series from a GARCH process with asymmetry of the form ${(\|ε_{t - 1}\| + γ ε_{t - 1})}^{2}$
g05pfc Example Text	9	nag_rand_garchGJR Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
g05pgc Example Text	9	nag_rand_egarch Generates a realization of a time series from an exponential GARCH (EGARCH) process
g05phc Example Text	9	nag_rand_arma Generates a realization of a time series from an ARMA model
g05pjc Example Text Example Data	9	nag_rand_varma Generates a realization of a multivariate time series from a VARMA model
g05pmc Example Text Example Data	9	nag_rand_exp_smooth Generates a realization of a time series from an exponential smoothing model
g05pxc Example Text	9	nag_rand_orthog_matrix Generates a random orthogonal matrix
g05pyc Example Text Example Data	9	nag_rand_corr_matrix Generates a random correlation matrix
g05pzc Example Text	9	nag_rand_2_way_table Generates a random two-way table
g05qac Example Text	7	nag_rngs_orthog_matrix Computes a random orthogonal matrix Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05qbc Example Text Example Data	7	nag_rngs_corr_matrix Computes a random correlation matrix Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05qdc Example Text	7	nag_rngs_2_way_table Generates a random table matrix Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05rac Example Text	8	nag_rngs_copula_normal Generates a matrix of random numbers from a Gaussian copula, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05rbc Example Text	8	nag_rngs_copula_students_t Generates a matrix of random numbers from a Student's $t$ -copula, seeds and generator passed explicitly Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05rcc Example Text	9	nag_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's $t$ -copula
g05rdc Example Text	9	nag_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula
g05rec Example Text	9	nag_rand_bivariate_copula_clayton Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula
g05rfc Example Text	9	nag_rand_bivariate_copula_frank Generates a matrix of pseudorandom numbers from a bivariate Frank copula
g05rgc Example Text	9	nag_rand_bivariate_copula_plackett Generates a matrix of pseudorandom numbers from a bivariate Plackett copula
g05rhc Example Text	9	nag_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula
g05rjc Example Text	9	nag_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula
g05rkc Example Text	9	nag_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula
g05ryc Example Text	9	nag_rand_matrix_multi_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's $t$ -distribution
g05rzc Example Text	9	nag_rand_matrix_multi_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution
g05sac Example Text	9	nag_rand_basic Generates a vector of pseudorandom numbers from a uniform distribution over $(0, 1]$
g05sbc Example Text	9	nag_rand_beta Generates a vector of pseudorandom numbers from a beta distribution
g05scc Example Text	9	nag_rand_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution
g05sdc Example Text	9	nag_rand_chi_sq Generates a vector of pseudorandom numbers from a $χ^{2}$ distribution
g05sec Example Text	9	nag_rand_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution
g05sfc Example Text	9	nag_rand_exp Generates a vector of pseudorandom numbers from an exponential distribution
g05sgc Example Text	9	nag_rand_exp_mix Generates a vector of pseudorandom numbers from an exponential mix distribution
g05shc Example Text	9	nag_rand_f Generates a vector of pseudorandom numbers from an $F$ -distribution
g05sjc Example Text	9	nag_rand_gamma Generates a vector of pseudorandom numbers from a gamma distribution
g05skc Example Text	9	nag_rand_normal Generates a vector of pseudorandom numbers from a Normal distribution
g05slc Example Text	9	nag_rand_logistic Generates a vector of pseudorandom numbers from a logistic distribution
g05smc Example Text	9	nag_rand_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution
g05snc Example Text	9	nag_rand_students_t Generates a vector of pseudorandom numbers from a Student's $t$ -distribution
g05spc Example Text	9	nag_rand_triangular Generates a vector of pseudorandom numbers from a triangular distribution
g05sqc Example Text	9	nag_rand_uniform Generates a vector of pseudorandom numbers from a uniform distribution over $[a, b]$
g05src Example Text	9	nag_rand_von_mises Generates a vector of pseudorandom numbers from a von Mises distribution
g05ssc Example Text	9	nag_rand_weibull Generates a vector of pseudorandom numbers from a Weibull distribution
g05tac Example Text	9	nag_rand_binomial Generates a vector of pseudorandom integers from a binomial distribution
g05tbc Example Text	9	nag_rand_logical Generates a vector of pseudorandom logical values
g05tcc Example Text	9	nag_rand_geom Generates a vector of pseudorandom integers from a geometric distribution
g05tdc Example Text	9	nag_rand_gen_discrete Generates a vector of pseudorandom integers from a general discrete distribution
g05tec Example Text	9	nag_rand_hypergeometric Generates a vector of pseudorandom integers from a hypergeometric distribution
g05tfc Example Text	9	nag_rand_logarithmic Generates a vector of pseudorandom integers from a logarithmic distribution
g05tgc Example Text	9	nag_rand_gen_multinomial Generates a vector of pseudorandom integers from a multinomial distribution
g05thc Example Text	9	nag_rand_neg_bin Generates a vector of pseudorandom integers from a negative binomial distribution
g05tjc Example Text	9	nag_rand_poisson Generates a vector of pseudorandom integers from a Poisson distribution
g05tkc Example Text	9	nag_rand_compd_poisson Generates a vector of pseudorandom integers from a Poisson distribution with varying mean
g05tlc Example Text	9	nag_rand_discrete_uniform Generates a vector of pseudorandom integers from a uniform distribution
g05yac Example Text	7	nag_quasi_random_uniform Multidimensional quasi-random number generator with a uniform probability distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ybc Example Text	7	nag_quasi_random_normal Multidimensional quasi-random number generator with a Gaussian or log-normal probability distribution Note: this function is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05yjc Example Text	9	nag_quasi_rand_normal Generates a Normal quasi-random number sequence
g05ykc Example Text	9	nag_quasi_rand_lognormal Generates a log-normal quasi-random number sequence
g05ylc	9	nag_quasi_init Initializes a quasi-random number generator
g05ymc Example Text	9	nag_quasi_rand_uniform Generates a uniform quasi-random number sequence
g05ync Example Text	9	nag_quasi_init_scrambled Initializes a scrambled quasi-random number generator

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