IMSL C Stat Library
Chapter 12: Random Number Generation
Functions
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 generato, 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 generato, 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