Chapter 12: Random Number Generation
Functions
Univariate Discrete Distributions
Sets up a table to generate pseudorandom numbers from
a general discrete distribution
, discrete_table_setupUnivariate Continuous Distributions
Generates pseudorandom numbers from a
stable distribution
, random_stableMultivariate Continuous Distributions
Generates pseudorandom numbers from a multivariate distribution
determined from a given sample
, random_mvar_from_dataGenerates pseudorandom points on a unit circle or
K-dimensional sphere
, random_sphereOrder Statistics
Generates pseudorandom order statistics from a standard
normal distribution
, random_order_normalStochastic Processes
Generates pseudorandom ARMA
process numbers
, random_armaGenerates pseudorandom numbers from a
nonhomogeneous Poisson process
, random_nppSamples and Permutations
Generates a simple pseudorandom sample from
a finite population
, random_sampleUtility Functions
Retrieves the uniform (0, 1) multiplicative congruential
pseudorandom number generator
, random_option_getInitializes the 32-bit Mersenne Twister
generator using an array
, random_MT32_initInitializes the 64-bit Mersenne Twister
generator using an array
, random_MT64_initLow-discrepancy sequence