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
Generates multivariate Gaussian
Copula
vectors..............................................................................
random_mvar_gaussian_copula
Generates multivariate Student’s
t
Copula
vectors...............................................................................
random_mvar_t_copula
Generates a canonical correlation
matrix.............................................................................................. canonical_correlation
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