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 pseudorandom numbers from a generalized Gaussian distribution random_generalized_gaussian

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