Routine Name |
Mark of Introduction |
Purpose |
G05HKF
Example Text |
20 | 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form (ε_{t - 1} + γ)^{2} Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05HLF
Example Text |
20 | Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05HMF
Example Text |
20 | Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05HNF
Example Text |
20 | Univariate time series, generate n terms of an exponential GARCH (EGARCH) process Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05KAF
Example Text |
20 | Pseudorandom real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05KBF
Example Text |
20 | Initialize seeds of a given generator for random number generating routines (that pass seeds explicitly) to give a repeatable
sequence Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05KCF
Example Text |
20 | Initialize seeds of a given generator for random number generating routines (that pass seeds expicitly) to give non-repeatable
sequence Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05KEF
Example Text |
20 | Pseudorandom logical (boolean) value, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05KFF
Example Text |
22 | Initializes a pseudorandom number generator to give a repeatable sequence |
G05KGF
Example Text |
22 | Initializes a pseudorandom number generator to give a non-repeatable sequence |
G05KHF
Example Text |
22 | Primes a pseudorandom number generator for generating multiple streams using leap-frog |
G05KJF
Example Text |
22 | Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
G05LAF
Example Text |
20 | Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LBF
Example Text |
20 | Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LCF
Example Text |
20 | Generates a vector of random numbers from a χ^{2} distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LDF
Example Text |
20 | Generates a vector of random numbers from an F-distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LEF
Example Text |
20 | Generates a vector of random numbers from a β distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LFF
Example Text |
20 | Generates a vector of random numbers from a γ distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LGF
Example Text |
20 | Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LHF
Example Text |
20 | Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LJF
Example Text |
20 | Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LKF
Example Text |
20 | Generates a vector of random numbers from a log-normal distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LLF
Example Text |
20 | Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LMF
Example Text |
20 | Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LNF
Example Text |
20 | Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LPF
Example Text |
20 | Generates a vector of random numbers from a von Mises distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LQF
Example Text |
20 | Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LXF
Example Text |
21 | Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LYF
Example Text |
21 | Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05LZF
Example Text |
20 | Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MAF
Example Text |
20 | Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MBF
Example Text |
20 | Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MCF
Example Text |
20 | Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MDF
Example Text |
20 | Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MEF
Example Text |
20 | Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MJF
Example Text |
20 | Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MKF
Example Text |
20 | Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MLF
Example Text |
20 | Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MRF
Example Text |
20 | Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05MZF
Example Text |
20 | Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05NAF
Example Text |
20 | Pseudorandom permutation of an integer vector Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05NBF
Example Text |
20 | Pseudorandom sample from an integer vector Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05NCF
Example Text |
22 | Pseudorandom permutation of an integer vector |
G05NDF
Example Text |
22 | Pseudorandom sample from an integer vector |
G05PAF
Example Text |
20 | Generates a realization of a time series from an ARMA model Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05PCF
Example Text Example Data |
20 | Generates a realization of a multivariate time series from a VARMA model Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05PDF
Example Text |
22 | Generates a realization of a time series from a GARCH process with asymmetry of the form (ε_{t - 1} + γ)^{2} |
G05PEF
Example Text |
22 | Generates a realization of a time series from a GARCH process with asymmetry of the form (|ε_{t - 1}| + γε_{t - 1})^{2} |
G05PFF
Example Text |
22 | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
G05PGF
Example Text |
22 | Generates a realization of a time series from an exponential GARCH (EGARCH) process |
G05PHF
Example Text |
22 | Generates a realization of a time series from an ARMA model |
G05PJF
Example Text Example Data |
22 | Generates a realization of a multivariate time series from a VARMA model |
G05PMF
Example Text Example Data |
22 | Generates a realization of a time series from an exponential smoothing model |
G05PXF
Example Text |
22 | Generates a random orthogonal matrix |
G05PYF
Example Text Example Data |
22 | Generates a random correlation matrix |
G05PZF
Example Text |
22 | Generates a random two-way table |
G05QAF
Example Text |
20 | Computes a random orthogonal matrix Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05QBF
Example Text Example Data |
20 | Computes a random correlation matrix Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05QDF
Example Text |
20 | Generates a random table matrix Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05RAF
Example Text |
21 | Generates a matrix of random numbers from a Gaussian copula, seeds and generator passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05RBF
Example Text |
21 | Generates a matrix of random numbers from a Student's t-copula, seeds and generator passed explicitly Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05RCF
Example Text |
22 | Generates a matrix of pseudorandom numbers from a Student's t-copula |
G05RDF
Example Text |
22 | Generates a matrix of pseudorandom numbers from a Gaussian copula |
G05RYF
Example Text |
22 | Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution |
G05RZF
Example Text |
22 | Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
G05SAF
Example Text |
22 | Generates a vector of pseudorandom numbers from a uniform distribution over (0,1] |
G05SBF
Example Text |
22 | Generates a vector of pseudorandom numbers from a beta distribution |
G05SCF
Example Text |
22 | Generates a vector of pseudorandom numbers from a Cauchy distribution |
G05SDF
Example Text |
22 | Generates a vector of pseudorandom numbers from a χ^{2} distribution |
G05SEF
Example Text |
22 | Generates a vector of pseudorandom numbers from a Dirichlet distribution |
G05SFF
Example Text |
22 | Generates a vector of pseudorandom numbers from an exponential distribution |
G05SGF
Example Text |
22 | Generates a vector of pseudorandom numbers from an exponential mix distribution |
G05SHF
Example Text |
22 | Generates a vector of pseudorandom numbers from an F-distribution |
G05SJF
Example Text |
22 | Generates a vector of pseudorandom numbers from a gamma distribution |
G05SKF
Example Text |
22 | Generates a vector of pseudorandom numbers from a Normal distribution |
G05SLF
Example Text |
22 | Generates a vector of pseudorandom numbers from a logistic distribution |
G05SMF
Example Text |
22 | Generates a vector of pseudorandom numbers from a log-normal distribution |
G05SNF
Example Text |
22 | Generates a vector of pseudorandom numbers from a Student's t-distribution |
G05SPF
Example Text |
22 | Generates a vector of pseudorandom numbers from a triangular distribution |
G05SQF
Example Text |
22 | Generates a vector of pseudorandom numbers from a uniform distribution over [a,b] |
G05SRF
Example Text |
22 | Generates a vector of pseudorandom numbers from a von Mises distribution |
G05SSF
Example Text |
22 | Generates a vector of pseudorandom numbers from a Weibull distribution |
G05TAF
Example Text |
22 | Generates a vector of pseudorandom integers from a binomial distribution |
G05TBF
Example Text |
22 | Generates a vector of pseudorandom logical values |
G05TCF
Example Text |
22 | Generates a vector of pseudorandom integers from a geometric distribution |
G05TDF
Example Text |
22 | Generates a vector of pseudorandom integers from a general discrete distribution |
G05TEF
Example Text |
22 | Generates a vector of pseudorandom integers from a hypergeometric distribution |
G05TFF
Example Text |
22 | Generates a vector of pseudorandom integers from a logarithmic distribution |
G05TGF
Example Text |
22 | Generates a vector of pseudorandom integers from a multinomial distribution |
G05THF
Example Text |
22 | Generates a vector of pseudorandom integers from a negative binomial distribution |
G05TJF
Example Text |
22 | Generates a vector of pseudorandom integers from a Poisson distribution |
G05TKF
Example Text |
22 | Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
G05TLF
Example Text |
22 | Generates a vector of pseudorandom integers from a uniform distribution |
G05YAF
Example Text |
20 | Multi-dimensional quasi-random number generator with a uniform probability distribution Note: this routine is scheduled for withdrawal at Mark 23, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05YBF
Example Text |
20 | Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution Note: this routine is scheduled for withdrawal at Mark 23, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05YCF | 21 | Initializes the Faure generator (G05YDF/G05YJF/G05YKF) Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05YDF
Example Text |
21 | Generates a sequence of quasi-random numbers using Faure's method Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05YEF | 21 | Initializes the Sobol generator (G05YFF/G05YJF/G05YKF) Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05YFF
Example Text |
21 | Generates a sequence of quasi-random numbers using Sobol's method Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05YGF | 21 | Initializes the Niederreiter generator (G05YHF/G05YJF/G05YKF) Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05YHF
Example Text |
21 | Generates a sequence of quasi-random numbers using Niederreiter's method Note: this routine is scheduled for withdrawal at Mark 24, see Advice on Replacement Calls for Withdrawn/Superseded Routines for further information. |
G05YJF
Example Text |
21 | Generates a Normal quasi-random number sequence |
G05YKF
Example Text |
21 | Generates a log-normal quasi-random number sequence |
G05YLF | 22 | Initializes a quasi-random number generator |
G05YMF
Example Text |
22 | Generates a uniform quasi-random number sequence |
G05YNF
Example Text |
22 | Initializes a scrambled quasi-random number generator |