g05 Chapter Contents (PDF version)
g05 Chapter Introduction
NAG C Library Manual

NAG Library Chapter Contents

g05 – Random Number Generators

g05 Chapter Introduction

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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 (εt - 1 + γ)2
Note: this function is scheduled for withdrawal at Mark 11, 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 (|εt - 1| + γεt - 1)2
Note: this function is scheduled for withdrawal at Mark 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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
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 11, 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 11, 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 χ2 distribution, seeds and generator number passed explicitly
Note: this function is scheduled for withdrawal at Mark 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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 11, 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
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 11, 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 11, 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 (εt - 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 (|εt - 1| + γεt - 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 11, 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 11, 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 11, 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 11, 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 11, 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 χ2 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
Multi-dimensional quasi-random number generator with a uniform probability distribution
Note: this function is scheduled for withdrawal at Mark 11, see Advice on Replacement Calls for Withdrawn/Superseded Functions for further information.
g05ybc
Example Text
7 nag_quasi_random_normal
Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution
Note: this function is scheduled for withdrawal at Mark 11, 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

g05 Chapter Contents (PDF version)
g05 Chapter Introduction
NAG C Library Manual

© The Numerical Algorithms Group Ltd, Oxford, UK. 2009