NAG C Library

g05 - Random Number Generators


Chapter Introduction
g05cac nag_random_continuous_uniform
Pseudo-random real number, uniform distribution over (0,1)
g05cbc nag_random_init_repeatable
Initialise random number generating functions to give repeatable sequence
g05ccc nag_random_init_nonrepeatable
Initialise random number generating functions to give non-repeatable sequence
g05cfc nag_save_random_state
Save state of random number generating functions
g05cgc nag_restore_random_state
Restore state of random number generating functions
g05dac nag_random_continuous_uniform_ab
Pseudo-random real number, uniform distribution over (a,b)
g05dbc nag_random_exp
Pseudo-random real number, (negative) exponential distribution
g05ddc nag_random_normal
Pseudo-random real number, Normal distribution
g05dyc nag_random_discrete_uniform
Pseudo-random integer from uniform distribution
g05eac nag_ref_vec_multi_normal
Set up reference vector for multivariate Normal distribution
g05ecc nag_ref_vec_poisson
Set up reference vector for generating pseudo-random integers, Poisson distribution
g05edc nag_ref_vec_binomial
Set up reference vector for generating pseudo-random integers, binomial distribution
g05ehc nag_ran_permut_vec
Pseudo-random permutation of a vector of integers
g05ejc nag_ran_sample_vec
Pseudo-random sample without replacement from an integer vector
g05exc nag_ref_vec_discrete_pdf_cdf
Set up reference vector from supplied cumulative distribution function or probability distribution function
g05eyc nag_return_discrete
Pseudo-random integer from reference vector
g05ezc nag_return_multi_normal
Pseudo-random multivariate Normal vector from reference vector
g05fec nag_random_beta
Pseudo-random real numbers from the beta distribution
g05ffc nag_random_gamma
Pseudo-random real numbers from the gamma distribution
g05hac nag_arma_time_series
ARMA time series of n terms


Last modified: new doc September 1999
© The Numerical Algorithms Group Ltd, Oxford UK. 1999