Chapter Introduction | |
Module 21.1: nag_rand_util - Utilities for random number generation | |
nag_rand_seed_set | Sets the seed used by random number generating procedures to give a repeatable or non-repeatable sequence of random numbers |
nag_seed_wp | Stores data required to generate successive random numbers from a given stream (type) |
Module 21.2: nag_rand_contin - Random numbers from continuous distributions | |
nag_rand_uniform | Generates random numbers from a uniform distribution over (a,b) |
nag_rand_normal | Generates random numbers from a Normal distribution with mean a and standard deviation b |
nag_rand_mv_normal | Generates a vector of random numbers from a multivariate Normal distribution with mean vector and covariance matrix C |
nag_rand_beta | Generates random numbers from a beta distribution with parameters a and b |
nag_rand_neg_exp | Generates random numbers from a (negative) exponential distribution with mean a |
nag_rand_gamma | Generates random numbers from a gamma distribution with parameters a and b |
Module 21.3: nag_rand_discrete - Random numbers from discrete distributions | |
nag_rand_binom | Generates random integers from a binomial distribution and/or returns a reference vector for the distribution |
nag_rand_neg_binom | Generates random integers from a negative binomial distribution and/or returns a reference vector for the distribution |
nag_rand_hypergeo | Generates random integers from an hypergeometric distribution and/or returns a reference vector for the distribution |
nag_rand_user_dist | Generates random integers and/or returns a reference vector from a discrete distribution defined in terms of its PDF or CDF |
nag_rand_ref_vec | Generates random integers from a discrete distribution, using a reference vector |
nag_ref_vec_wp | Stores a reference vector which is used to generate random integers from a discrete distribution (type) |