IMSL C Math Library
Chapter 10: Statistics and Random Number Generation
Functions
Statistics
Univariate summary statistics, simple_statistics
One-way frequency table, table_oneway
Chi-squared one-sample goodness-of-fit test, chi_squared_test
Correlation, covariances
Multiple linear regression, regression
Polynomial regression, poly_regression
Numerical ranking, ranks
Random Numbers
Retrieves the current value of the seed, random_seed_get
Initialize a random seed, random_seed_set
Selects the uniform (0, 1) generator, random_option
Generates pseudorandom numbers, random_uniform
Generates pseudorandom normal numbers, random_normal
Generates pseudorandom Poisson numbers, random_poisson
Generates pseudorandom gamma numbers, random_gamma
Generates pseudorandom beta, random_beta
Generates pseudorandomstandard exponential, random_exponential
Low-discrepancy sequence
Generates a shuffled Faure sequence, faure_next_point