# NAG CL InterfaceG05 (Rand)Random Number Generators

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G05 (Rand) Chapter Introduction – A description of the Chapter and an overview of the algorithms available.

Function
Mark of
Introduction

Purpose
g05kfc 9 nag_rand_init_repeat
Initializes a pseudorandom number generator to give a repeatable sequence
g05kgc 9 nag_rand_init_nonrepeat
Initializes a pseudorandom number generator to give a non-repeatable sequence
g05khc 9 nag_rand_init_leapfrog
Primes a pseudorandom number generator for generating multiple streams using leap-frog
Primes a pseudorandom number generator for generating multiple streams using skip-ahead
Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of $2$
g05ncc 9 nag_rand_permute
Pseudorandom permutation of an integer vector
g05ndc 9 nag_rand_sample
Pseudorandom sample from an integer vector
g05nec 23 nag_rand_sample_wgt
Pseudorandom sample, without replacement, unequal weights
g05pdc 9 nag_rand_times_garch_asym1
Generates a realization of a time series from a GARCH process with asymmetry of the form ${\left({\epsilon }_{t-1}+\gamma \right)}^{2}$
g05pec 9 nag_rand_times_garch_asym2
Generates a realization of a time series from a GARCH process with asymmetry of the form ${\left(|{\epsilon }_{t-1}|+\gamma {\epsilon }_{t-1}\right)}^{2}$
g05pfc 9 nag_rand_times_garch_gjr
Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
g05pgc 9 nag_rand_times_garch_exp
Generates a realization of a time series from an exponential GARCH (EGARCH) process
g05phc 9 nag_rand_times_arma
Generates a realization of a time series from an ARMA model
g05pjc 9 nag_rand_times_mv_varma
Generates a realization of a multivariate time series from a VARMA model
g05pmc 9 nag_rand_times_smooth_exp
Generates a realization of a time series from an exponential smoothing model
g05pvc 25 nag_rand_kfold_xyw
Permutes a matrix, vector, vector triplet into a form suitable for $K$-fold cross validation
g05pwc 25 nag_rand_subsamp_xyw
Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation
g05pxc 9 nag_rand_matrix_orthog
Generates a random orthogonal matrix
g05pyc 9 nag_rand_matrix_corr
Generates a random correlation matrix
g05pzc 9 nag_rand_matrix_2waytable
Generates a random two-way table
g05rcc 9 nag_rand_copula_students_t
Generates a matrix of pseudorandom numbers from a Student's $t$-copula
g05rdc 9 nag_rand_copula_normal
Generates a matrix of pseudorandom numbers from a Gaussian copula
g05rec 9 nag_rand_copula_clayton_bivar
Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula
g05rfc 9 nag_rand_copula_frank_bivar
Generates a matrix of pseudorandom numbers from a bivariate Frank copula
g05rgc 9 nag_rand_copula_plackett_bivar
Generates a matrix of pseudorandom numbers from a bivariate Plackett copula
g05rhc 9 nag_rand_copula_clayton
Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula
g05rjc 9 nag_rand_copula_frank
Generates a matrix of pseudorandom numbers from a multivariate Frank copula
g05rkc 9 nag_rand_copula_gumbel
Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula
g05ryc 9 nag_rand_multivar_students_t
Generates a matrix of pseudorandom numbers from a multivariate Student's $t$-distribution
g05rzc 9 nag_rand_multivar_normal
Generates a matrix of pseudorandom numbers from a multivariate Normal distribution
g05sac 9 nag_rand_dist_uniform01
Generates a vector of pseudorandom numbers from a uniform distribution over $\left(0,1\right]$
g05sbc 9 nag_rand_dist_beta
Generates a vector of pseudorandom numbers from a beta distribution
g05scc 9 nag_rand_dist_cauchy
Generates a vector of pseudorandom numbers from a Cauchy distribution
g05sdc 9 nag_rand_dist_chisq
Generates a vector of pseudorandom numbers from a ${\chi }^{2}$ distribution
g05sec 9 nag_rand_dist_dirichlet
Generates a vector of pseudorandom numbers from a Dirichlet distribution
g05sfc 9 nag_rand_dist_exp
Generates a vector of pseudorandom numbers from an exponential distribution
g05sgc 9 nag_rand_dist_expmix
Generates a vector of pseudorandom numbers from an exponential mix distribution
g05shc 9 nag_rand_dist_f
Generates a vector of pseudorandom numbers from an $F$-distribution
g05sjc 9 nag_rand_dist_gamma
Generates a vector of pseudorandom numbers from a gamma distribution
g05skc 9 nag_rand_dist_normal
Generates a vector of pseudorandom numbers from a Normal distribution
g05slc 9 nag_rand_dist_logistic
Generates a vector of pseudorandom numbers from a logistic distribution
g05smc 9 nag_rand_dist_lognormal
Generates a vector of pseudorandom numbers from a log-normal distribution
g05snc 9 nag_rand_dist_students_t
Generates a vector of pseudorandom numbers from a Student's $t$-distribution
g05spc 9 nag_rand_dist_triangular
Generates a vector of pseudorandom numbers from a triangular distribution
g05sqc 9 nag_rand_dist_uniform
Generates a vector of pseudorandom numbers from a uniform distribution over $\left[a,b\right]$
g05src 9 nag_rand_dist_vonmises
Generates a vector of pseudorandom numbers from a von Mises distribution
g05ssc 9 nag_rand_dist_weibull
Generates a vector of pseudorandom numbers from a Weibull distribution
g05tac 9 nag_rand_int_binomial
Generates a vector of pseudorandom integers from a binomial distribution
g05tbc 9 nag_rand_logical
Generates a vector of pseudorandom logical values
g05tcc 9 nag_rand_int_geom
Generates a vector of pseudorandom integers from a geometric distribution
g05tdc 9 nag_rand_int_general
Generates a vector of pseudorandom integers from a general discrete distribution
g05tec 9 nag_rand_int_hypergeom
Generates a vector of pseudorandom integers from a hypergeometric distribution
g05tfc 9 nag_rand_int_log
Generates a vector of pseudorandom integers from a logarithmic distribution
g05tgc 9 nag_rand_int_multinomial
Generates a vector of pseudorandom integers from a multinomial distribution
g05thc 9 nag_rand_int_negbin
Generates a vector of pseudorandom integers from a negative binomial distribution
g05tjc 9 nag_rand_int_poisson
Generates a vector of pseudorandom integers from a Poisson distribution
g05tkc 9 nag_rand_int_poisson_varmean
Generates a vector of pseudorandom integers from a Poisson distribution with varying mean
g05tlc 9 nag_rand_int_uniform
Generates a vector of pseudorandom integers from a uniform distribution
g05xac 24 nag_rand_bb_init
Initializes the Brownian bridge generator
g05xbc 24 nag_rand_bb
Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm
g05xcc 24 nag_rand_bb_inc_init
Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm
g05xdc 24 nag_rand_bb_inc
Backs out the increments from sample paths generated by a Brownian bridge algorithm
g05xec 24 nag_rand_bb_make_bridge_order
Creates a Brownian bridge construction order out of a set of input times
g05yjc 9 nag_rand_quasi_normal
Generates a Normal quasi-random number sequence
g05ykc 9 nag_rand_quasi_lognormal
Generates a log-normal quasi-random number sequence
g05ylc 9 nag_rand_quasi_init
Initializes a quasi-random number generator
g05ymc 9 nag_rand_quasi_uniform
Generates a uniform quasi-random number sequence
g05ync 9 nag_rand_quasi_init_scrambled
Initializes a scrambled quasi-random number generator
g05zmc 24 nag_rand_field_1d_user_setup
Setup for simulating one-dimensional random fields, user-defined variogram
g05znc 24 nag_rand_field_1d_predef_setup
Setup for simulating one-dimensional random fields
g05zpc 24 nag_rand_field_1d_generate
Generates realizations of a one-dimensional random field
g05zqc 24 nag_rand_field_2d_user_setup
Setup for simulating two-dimensional random fields, user-defined variogram
g05zrc 24 nag_rand_field_2d_predef_setup
Setup for simulating two-dimensional random fields, preset variogram
g05zsc 24 nag_rand_field_2d_generate
Generates realizations of a two-dimensional random field
g05ztc 24 nag_rand_field_fracbm_generate
Generates realizations of fractional Brownian motion