NAG Toolbox

G05 – Random Number Generators

• G05 Introduction
• g05kf – Initializes a pseudorandom number generator to give a repeatable sequence
• nag_rand_init_repeat – g05kf
• g05kg – Initializes a pseudorandom number generator to give a non-repeatable sequence
• nag_rand_init_nonrepeat – g05kg
• g05kh – Primes a pseudorandom number generator for generating multiple streams using leap-frog
• nag_rand_init_leapfrog – g05kh
• g05kj – Primes a pseudorandom number generator for generating multiple streams using skip-ahead
• nag_rand_init_skipahead – g05kj
• g05kk – Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of 2
• nag_rand_init_skipahead_power2 – g05kk
• g05nc – Pseudorandom permutation of an integer vector
• nag_rand_permute – g05nc
• g05nd – Pseudorandom sample from an integer vector
• nag_rand_sample – g05nd
• g05ne – Pseudorandom sample, without replacement, unequal weights
• nag_rand_sample_wgt – g05ne
• g05pd – Generates a realization of a time series from a GARCH process with asymmetry of the form ( epsilon _t-1+ gamma )^2
• nag_rand_times_garch_asym1 – g05pd
• g05pe – Generates a realization of a time series from a GARCH process with asymmetry of the form (| epsilon _t-1|+ gamma epsilon _t-1)^2
• nag_rand_times_garch_asym2 – g05pe
• g05pf – Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
• nag_rand_times_garch_gjr – g05pf
• g05pg – Generates a realization of a time series from an exponential GARCH (EGARCH) process
• nag_rand_times_garch_exp – g05pg
• g05ph – Generates a realization of a time series from an ARMA model
• nag_rand_times_arma – g05ph
• g05pj – Generates a realization of a multivariate time series from a VARMA model
• nag_rand_times_mv_varma – g05pj
• g05pm – Generates a realization of a time series from an exponential smoothing model
• nag_rand_times_smooth_exp – g05pm
• g05px – Generates a random orthogonal matrix
• nag_rand_matrix_orthog – g05px
• g05py – Generates a random correlation matrix
• nag_rand_matrix_corr – g05py
• g05pz – Generates a random two-way table
• nag_rand_matrix_2waytable – g05pz
• g05rc – Generates a matrix of pseudorandom numbers from a Student's t-copula
• nag_rand_copula_students_t – g05rc
• g05rd – Generates a matrix of pseudorandom numbers from a Gaussian copula
• nag_rand_copula_normal – g05rd
• g05re – Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula
• nag_rand_copula_clayton_bivar – g05re
• g05rf – Generates a matrix of pseudorandom numbers from a bivariate Frank copula
• nag_rand_copula_frank_bivar – g05rf
• g05rg – Generates a matrix of pseudorandom numbers from a bivariate Plackett copula
• nag_rand_copula_plackett_bivar – g05rg
• g05rh – Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula
• nag_rand_copula_clayton – g05rh
• g05rj – Generates a matrix of pseudorandom numbers from a multivariate Frank copula
• nag_rand_copula_frank – g05rj
• g05rk – Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula
• nag_rand_copula_gumbel – g05rk
• g05ry – Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution
• nag_rand_multivar_students_t – g05ry
• g05rz – Generates a matrix of pseudorandom numbers from a multivariate Normal distribution
• nag_rand_multivar_normal – g05rz
• g05sa – Generates a vector of pseudorandom numbers from a uniform distribution over (01)
• nag_rand_dist_uniform01 – g05sa
• g05sb – Generates a vector of pseudorandom numbers from a beta distribution
• nag_rand_dist_beta – g05sb
• g05sc – Generates a vector of pseudorandom numbers from a Cauchy distribution
• nag_rand_dist_cauchy – g05sc
• g05sd – Generates a vector of pseudorandom numbers from a chi ^2 distribution
• nag_rand_dist_chisq – g05sd
• g05se – Generates a vector of pseudorandom numbers from a Dirichlet distribution
• nag_rand_dist_dirichlet – g05se
• g05sf – Generates a vector of pseudorandom numbers from an exponential distribution
• nag_rand_dist_exp – g05sf
• g05sg – Generates a vector of pseudorandom numbers from an exponential mix distribution
• nag_rand_dist_expmix – g05sg
• g05sh – Generates a vector of pseudorandom numbers from an F-distribution
• nag_rand_dist_f – g05sh
• g05sj – Generates a vector of pseudorandom numbers from a gamma distribution
• nag_rand_dist_gamma – g05sj
• g05sk – Generates a vector of pseudorandom numbers from a Normal distribution
• nag_rand_dist_normal – g05sk
• g05sl – Generates a vector of pseudorandom numbers from a logistic distribution
• nag_rand_dist_logistic – g05sl
• g05sm – Generates a vector of pseudorandom numbers from a log-normal distribution
• nag_rand_dist_lognormal – g05sm
• g05sn – Generates a vector of pseudorandom numbers from a Student's t-distribution
• nag_rand_dist_students_t – g05sn
• g05sp – Generates a vector of pseudorandom numbers from a triangular distribution
• nag_rand_dist_triangular – g05sp
• g05sq – Generates a vector of pseudorandom numbers from a uniform distribution over (ab)
• nag_rand_dist_uniform – g05sq
• g05sr – Generates a vector of pseudorandom numbers from a von Mises distribution
• nag_rand_dist_vonmises – g05sr
• g05ss – Generates a vector of pseudorandom numbers from a Weibull distribution
• nag_rand_dist_weibull – g05ss
• g05ta – Generates a vector of pseudorandom integers from a binomial distribution
• nag_rand_int_binomial – g05ta
• g05tb – Generates a vector of pseudorandom logical values
• nag_rand_logical – g05tb
• g05tc – Generates a vector of pseudorandom integers from a geometric distribution
• nag_rand_int_geom – g05tc
• g05td – Generates a vector of pseudorandom integers from a general discrete distribution
• nag_rand_int_general – g05td
• g05te – Generates a vector of pseudorandom integers from a hypergeometric distribution
• nag_rand_int_hypergeom – g05te
• g05tf – Generates a vector of pseudorandom integers from a logarithmic distribution
• nag_rand_int_log – g05tf
• g05tg – Generates a vector of pseudorandom integers from a multinomial distribution
• nag_rand_int_multinomial – g05tg
• g05th – Generates a vector of pseudorandom integers from a negative binomial distribution
• nag_rand_int_negbin – g05th
• g05tj – Generates a vector of pseudorandom integers from a Poisson distribution
• nag_rand_int_poisson – g05tj
• g05tk – Generates a vector of pseudorandom integers from a Poisson distribution with varying mean
• nag_rand_int_poisson_varmean – g05tk
• g05tl – Generates a vector of pseudorandom integers from a uniform distribution
• nag_rand_int_uniform – g05tl
• g05yj – Generates a Normal quasi-random number sequence
• nag_rand_quasi_normal – g05yj
• g05yk – Generates a log-normal quasi-random number sequence
• nag_rand_quasi_lognormal – g05yk
• g05yl – Initializes a quasi-random number generator
• nag_rand_quasi_init – g05yl
• g05ym – Generates a uniform quasi-random number sequence
• nag_rand_quasi_uniform – g05ym
• g05yn – Initializes a scrambled quasi-random number generator
• nag_rand_quasi_init_scrambled – g05yn
• Functions scheduled for withdrawal
  • g05hk – Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form ( epsilon _t-1+ gamma )^2
  • nag_rand_withdraw_times_garch_asym1 – g05hk
  • g05hl – Univariate time series, generate n terms of a GARCH process with asymmetry of the form (| epsilon _t-1|+ gamma epsilon _t-1)^2
  • nag_rand_withdraw_times_garch_asym2 – g05hl
  • g05hm – Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
  • nag_rand_withdraw_times_garch_gjr – g05hm
  • g05hn – Univariate time series, generate n terms of an exponential GARCH (EGARCH) process
  • nag_rand_withdraw_times_garch_exp – g05hn
  • g05ka – Pseudorandom real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_uniform01 – g05ka
  • g05kb – Initialize seeds of a given generator for random number generating functions (that pass seeds explicitly) to give a repeatable sequence
  • nag_rand_withdraw_init_repeat – g05kb
  • g05kc – Initialize seeds of a given generator for random number generating functions (that pass seeds expicitly) to give non-repeatable sequence
  • nag_rand_withdraw_init_nonrepeat – g05kc
  • g05ke – Pseudorandom logical (boolean) value, seeds and generator number passed explicitly
  • nag_rand_withdraw_logical – g05ke
  • g05la – Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_normal – g05la
  • g05lb – Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_students_t – g05lb
  • g05lc – Generates a vector of random numbers from a chi ^2 distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_chisq – g05lc
  • g05ld – Generates a vector of random numbers from an F-distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_f – g05ld
  • g05le – Generates a vector of random numbers from a beta distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_beta – g05le
  • g05lf – Generates a vector of random numbers from a gamma distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_gamma – g05lf
  • g05lg – Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_uniform – g05lg
  • g05lh – Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_triangular – g05lh
  • g05lj – Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_exp – g05lj
  • g05lk – Generates a vector of random numbers from a log-normal distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_lognormal – g05lk
  • g05ll – Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_cauchy – g05ll
  • g05lm – Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_weibull – g05lm
  • g05ln – Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_logistic – g05ln
  • g05lp – Generates a vector of random numbers from a von Mises distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_vonmises – g05lp
  • g05lq – Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_dist_expmix – g05lq
  • g05lx – Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly
  • nag_rand_withdraw_multivar_students_t – g05lx
  • g05ly – Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly
  • nag_rand_withdraw_multivar_normal – g05ly
  • g05lz – Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_multivar_normal_svec – g05lz
  • g05ma – Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly
  • nag_rand_withdrawn_int_uniform – g05ma
  • g05mb – Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_int_geom – g05mb
  • g05mc – Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_int_negbin – g05mc
  • g05md – Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_int_log – g05md
  • g05me – Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly
  • nag_rand_withdraw_int_poisson_varmean – g05me
  • g05mj – Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_int_binomial – g05mj
  • g05mk – Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_int_poisson – g05mk
  • g05ml – Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_int_hypergeom – g05ml
  • g05mr – Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_int_multinomial – g05mr
  • g05mz – Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly
  • nag_rand_withdraw_int_general – g05mz
  • g05na – Pseudorandom permutation of an integer vector
  • nag_rand_withdraw_permute – g05na
  • g05nb – Pseudorandom sample from an integer vector
  • nag_rand_withdraw_sample – g05nb
  • g05pa – Generates a realization of a time series from an ARMA model
  • nag_rand_withdraw_times_arma – g05pa
  • g05pc – Generates a realization of a multivariate time series from a VARMA model
  • nag_rand_withdraw_times_mv_varma – g05pc
  • g05qa – Computes a random orthogonal matrix
  • nag_rand_withdraw_matrix_orthog – g05qa
  • g05qb – Computes a random correlation matrix
  • nag_rand_withdraw_matrix_corr – g05qb
  • g05qd – Generates a random table matrix
  • nag_rand_withdraw_matrix_2waytable – g05qd
  • g05ra – Generates a matrix of random numbers from a Gaussian copula, seeds and generator passed explicitly
  • nag_rand_withdraw_copula_normal – g05ra
  • g05rb – Generates a matrix of random numbers from a Student's t-copula, seeds and generator passed explicitly
  • nag_rand_withdraw_copula_students_t – g05rb
  • g05yc – Initializes the Faure generator (g05yd/g05yj/g05yk)
  • nag_rand_withdraw_quasi_faure_init – g05yc
  • g05yd – Generates a sequence of quasi-random numbers using Faure's method
  • nag_rand_withdraw_quasi_faure_uniform – g05yd
  • g05ye – Initializes the Sobol generator (g05yf/g05yj/g05yk)
  • nag_rand_withdraw_quasi_sobol_init – g05ye
  • g05yf – Generates a sequence of quasi-random numbers using Sobol's method
  • nag_rand_withdraw_quasi_sobol_uniform – g05yf
  • g05yg – Initializes the Niederreiter generator (g05yh/g05yj/g05yk)
  • nag_rand_withdraw_quasi_nied_init – g05yg
  • g05yh – Generates a sequence of quasi-random numbers using Niederreiter's method
  • nag_rand_withdraw_quasi_nied_uniform – g05yh

G04

G07