Chapter 12: Random Number Generation

Routines

Univariate Discrete Distributions

Generates pseudorandom binomial numbers............................................. random_binomial

Generates pseudorandom geometric
numbers.............................................................................................. random_geometric

Generates pseudorandom
hypergeometric numbers............................................................... random_hypergeometric

Generates pseudorandom
logarithmic numbers............................................................................ random_logarithmic

Generates pseudorandom negative
binomial numbers............................................................................ random_neg_binomial

Generates pseudorandom Poisson numbers.............................................. random_poisson

Generates pseudorandom discrete
uniform numbers......................................................................... random_uniform_discrete

Generates pseudorandom numbers from
a general discrete distribution...................................................... random_general_discrete

Sets up a table to generate pseudorandom numbers from
a general discrete distribution............................................................. discrete_table_setup

 

Univariate Continuous Distributions

Generates pseudorandom beta numbers........................................................ random_beta

Generates pseudorandom Cauchy numbers............................................... random_cauchy

Generates pseudorandom chi_squared
numbers........................................................................................... random_chi_squared

Generates pseudorandom exponential
numbers............................................................................................ random_exponential

Generates pseudorandom mixed
exponential numbers................................................................... random_exponential_mix

Generates pseudorandom gamma numbers............................................... random_gamma

Generates peudorandom lognormal numbers........................................... random_lognormal

Generates pseudorandom normal numbers................................................. random_normal

Generates pseudorandom numbers from a
stable distribution...................................................................................... random_stable

Generates pseudorandom Student’s t..................................................... random_student_t

Generates pseudorandom triangular numbers.......................................... random_triangular

Generates pseudorandom uniform numbers................................................ random_uniform

Generates pseudorandom Von Mises
numbers............................................................................................. random_von_mises

Generates pseudorandom Weibull numbers................................................ random_weibull

Generates pseudorandom numbers from a
general continuous distribution................................................. random_general_continuous

Sets up table to generate pseudorandom numbers
from a general continuous distribution............................................. continuous_table_setup

Multivariate Continuous Distributions

Generates multivariate
normal vectors........................................................................ random_normal_multivariate

Generates a pseudorandom orthogonal matrix
or a correlation matrix............................................................... random_orthogonal_matrix

Generates pseudorandom numbers from a multivariate distribution
determined from a given sample.................................................... random_mvar_from_data

Generates pseudorandom numbers from a
multinomial distribution....................................................................... random_multinomial

Generates pseudorandom points on a unit circle or
K-dimensional sphere................................................................................ random_sphere

Generates a pseudorandom
two-way table................................................................................. random_table_twoway

Order Statistics

Generates pseudorandom order statistics from a standard
normal distribution........................................................................... random_order_normal

Generates pseudorandom order statistics from a
uniform (0, 1) distribution ................................................................ random_order_uniform

Stochastic Processes

Generates pseudorandom ARMA
process numbers........................................................................................ random_arma

Generates pseudorandom numbers from a
nonhomogeneous Poisson process................................................................. random_npp

Samples and Permutations

Generates a pseudorandom permutation.............................................. random_permutation

Generates a simple pseudorandom sample
of indices.................................................................................... random_sample_indices

Generates a simple pseudorandom sample from
a finite population..................................................................................... random_sample

Utility Functions

Selects the uniform (0, 1) generator............................................................. random_option

Retrieves the uniform (0, 1) multiplicative congruential
pseudorandom number generator.......................................................... random_option_get

Retrieves the current value of the seed.................................................... random_seed_get

Retrieves a seed for the congruential
generators .......................................................................... random_substream_seed_get

Initializes a random seed....................................................................... random_seed_set

Sets the current table used in the
shuffled generator.................................................................................. random_table_set

Retrieves the current table used in the
shuffled generator.................................................................................. random_table_get

Sets the current able used in the
GFSR generator......................................................................... random_GFSR_table_set

Retrieves the current table used in the
GFSR generator......................................................................... random_GFSR_table_get

Initializes the 32-bit Mersenne Twister
generator using an array........................................................................ random_MT32_init

Retrieves the current table used in the 32-bit
Mersenne Twister generator.......................................................... random_MT32_table_get

Sets the current table used in the 32-bit
Mersenne Twister generator.......................................................... random_MT32_table_set

Initializes the 64-bit Mersenne Twister
generator using an array........................................................................ random_MT64_init

Retrieves the current table used in the 64-bit
Mersenne Twister generator.......................................................... random_MT64_table_get

Sets the current table used in the 64-bit
Mersenne Twister generator.......................................................... random_MT64_table_set

Low-discrepancy sequence

Generates a shuffled Faure sequence....................................................... faure_next_point


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