Utility Routines for Random Number Generators
Selects the uniform (0,1) generator........................................................................ RNOPT
Retrieves the indicator of the generator currently used............................................ RNOPG
Initializes the seed used in the generators.............................................................. RNSET
Retrieves the current value of the seed................................................................... RNGET
Initializes the table used in the shuffled generators.................................................. RNSES
Retrieves the current table used in
the shuffled
generators..........................................................................................................
RNGES
Initializes the table used in the GFSR generator...................................................... RNSEF
Retrieves the current table used in the GFSR generator........................................... RNGEF
Get a seed for a separate substream of numbers..................................................... RNISD
Initializes the 32-bit Mersenne Twister generator
using an
array......................................................................................................
RNIN32
Retrieves the current table used in
the 32-bit
Mersenne Twister
generator................................................................................
RNGE32
Sets the current table used in the
32-bit
Mersenne Twister
generator.................................................................................
RNSE32
Initializes the 64-bit Mersenne
Twister generator
using an
array......................................................................................................
RNIN64
Retrieves the current table used in
the 64-bit
Mersenne Twister
generator................................................................................
RNGE64
Sets the current table used in the
64-bit
Mersenne Twister
generator.................................................................................
RNSE64
Basic Uniform Distribution
Uniform (0,1).......................................................................................................... RNUN
Uniform (0,1), function form................................................................................... RNUNF
Univariate Discrete Distributions
Binomial............................................................................................................... RNBIN
General discrete distribution, using alias method.................................................... RNGDA
General discrete distribution, set up table.............................................................. RNGDS
General discrete distribution, using table lookup..................................................... RNGDT
Geometric.......................................................................................................... RNGEO
Hypergeometric................................................................................................... RNHYP
Logarithmic......................................................................................................... RNLGR
Negative binomial................................................................................................. RNNBN
Poisson............................................................................................................... RNPOI
Discrete uniform.................................................................................................. RNUND
Univariate Continuous Distributions
Beta.................................................................................................................... RNBET
Chi-squared.......................................................................................................... RNCHI
Cauchy............................................................................................................... RNCHY
Exponential......................................................................................................... RNEXP
Extreme value...................................................................................................... RNEXV
F........................................................................................................................ RNFDF
Mixture of two exponentials................................................................................... RNEXT
Gamma.............................................................................................................. RNGAM
General continuous distribution, set up table.......................................................... RNGCS
General continuous distribution, using table lookup................................................. RNGCT
Lognormal............................................................................................................ RNLNL
Normal, using acceptance/rejection RNNOA
Normal, function form of RNNOR........................................................................... RNNOF
Normal, using inverse CDF................................................................................... RNNOR
Rayleigh.............................................................................................................. RNRAL
Stable................................................................................................................. RNSTA
Student’s t........................................................................................................... RNSTT
Triangular.............................................................................................................. RNTRI
Von Mises.......................................................................................................... RNVMS
Weibull................................................................................................................ RNWIB
Multivariate Distributions
Orthogonal matrices and correlation matrices......................................................... RNCOR
Data-based multivariate......................................................................................... RNDAT
Multinomial......................................................................................................... RNMTN
Multivariate normal.............................................................................................. RNMVN
Points on a unit circle or sphere............................................................................ RNSPH
Two-way tables.................................................................................................... RNTAB
Multivariate Gaussian Copula............................................................................. RNMVGC
Multivariate Student’s t Copula............................................................................ RNMVTC
Canonical Correlation......................................................................................... CANCOR
Order Statistics
Order statistics from a normal distribution.............................................................. RNNOS
Order statistics from a uniform distribution............................................................. RNUNO
Stochastic Processes
ARMA process................................................................................................... RNARM
Nonhomogeneous Poisson process....................................................................... RNNPP
Samples and Permutations
Random permutation............................................................................................ RNPER
Random sample of indices..................................................................................... RNSRI
Random sample.................................................................................................. RNSRS
Low Discrepancy Sequences
Shuffled Faure sequence initialization............................................................. FAURE_INIT
Frees the structure containing
information
about the Faure
sequence..........................................................................
FAURE_FREE
Computes a shuffled Faure sequence........................................................... FAURE_NEXT
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