NAG Fortran Library

G05 - Random Number Generators


Chapter Introduction
G05CAF Pseudo-random real numbers, uniform distribution over (0,1)
G05CBF Initialise random number generating routines to give repeatable sequence
G05CCF Initialise random number generating routines to give non-repeatable sequence
G05CFF Save state of random number generating routines
G05CGF Restore state of random number generating routines
G05DAF Pseudo-random real numbers, uniform distribution over (a,b)
G05DBF Pseudo-random real numbers, (negative) exponential distribution
G05DCF Pseudo-random real numbers, logistic distribution
G05DDF Pseudo-random real numbers, Normal distribution
G05DEF Pseudo-random real numbers, log-normal distribution
G05DFF Pseudo-random real numbers, Cauchy distribution
G05DHF Pseudo-random real numbers, chi-square distribution
G05DJF Pseudo-random real numbers, Student's t-distribution
G05DKF Pseudo-random real numbers, F-distribution
G05DPF Pseudo-random real numbers, Weibull distribution
G05DRF Pseudo-random integer, Poisson distribution
G05DYF Pseudo-random integer from uniform distribution
G05DZF Pseudo-random logical (boolean) value
G05EAF Set up reference vector for multivariate Normal distribution
G05EBF Set up reference vector for generating pseudo-random integers, uniform distribution
G05ECF Set up reference vector for generating pseudo-random integers, Poisson distribution
G05EDF Set up reference vector for generating pseudo-random integers, binomial distribution
G05EEF Set up reference vector for generating pseudo-random integers, negative binomial distribution
G05EFF Set up reference vector for generating pseudo-random integers, hypergeometric distribution
G05EGF Set up reference vector for univariate ARMA time series model
G05EHF Pseudo-random permutation of an integer vector
G05EJF Pseudo-random sample from an integer vector
G05EWF Generate next term from reference vector for ARMA time series model
G05EXF Set up reference vector from supplied cumulative distribution function or probability distribution function
G05EYF Pseudo-random integer from reference vector
G05EZF Pseudo-random multivariate Normal vector from reference vector
G05FAF Generates a vector of random numbers from a uniform distribution
G05FBF Generates a vector of random numbers from an (negative) exponential distribution
G05FDF Generates a vector of random numbers from a Normal distribution
G05FEF Generates a vector of pseudo-random numbers from a beta distribution
G05FFF Generates a vector of pseudo-random numbers from a gamma distribution
G05FSF Generates a vector of pseudo-random variates from von Mises distribution
G05GAF Computes random orthogonal matrix
G05GBF Computes random correlation matrix
G05HDF Generates a realisation of a multivariate time series from a VARMA model


© The Numerical Algorithms Group Ltd, Oxford UK. 1999