Random Number Generation
Functions
Univariate Discrete Distributions
Sets up a table to generate pseudorandom numbers from
a general discrete distribution
, discrete_table_setup Univariate Continuous Distributions
Generates pseudorandom numbers from a
stable distribution
, random_stable Multivariate Continuous Distributions
Generates pseudorandom numbers from a multivariate distribution
determined from a given sample
, random_mvar_from_data Generates pseudorandom points on a unit circle or
K-dimensional sphere
, random_sphere Order Statistics
Generates pseudorandom order statistics from a standard
normal distribution
, random_order_normal Stochastic Processes
Generates pseudorandom ARMA
process numbers
, random_arma Generates pseudorandom numbers from a
nonhomogeneous Poisson process
, random_npp Samples and Permutations
Generates a simple pseudorandom sample from
a finite population
, random_sample Utility Functions
Retrieves the uniform (0, 1) multiplicative congruential
pseudorandom number generator
, random_option_get Initializes the 32-bit Mersenne Twister
generator using an array
, random_MT32_init Initializes the 64-bit Mersenne Twister
generator using an array
, random_MT64_init Low-discrepancy sequence