FNLStat : Random Number Generation
Random Number Generation
Routines
Utility Routines for Random Number Generators
Selects the uniform (0,1) generator RNOPT
Retrieves the indicator of the generator currently used RNOPG
Initializes the seed used in the generators RNSET
Retrieves the current value of the seed RNGET
Initializes the table used in the shuffled generators RNSES
Retrieves the current table used in the shuffled generators RNGES
Initializes the table used in the GFSR generator RNSEF
Retrieves the current table used in the GFSR generator RNGEF
Get a seed for a separate substream of numbers RNISD
Initializes the 32-bit Mersenne Twister generator using an array RNIN32
Retrieves the current table used in the 32-bit Mersenne Twister generator RNGE32
Sets the current table used in the 32-bit Mersenne Twister generator RNSE32
Initializes the 64-bit Mersenne Twister generator using an array RNIN64
Retrieves the current table used in the 64-bit Mersenne Twister generator RNGE64
Sets the current table used in the 64-bit Mersenne Twister generator RNSE64
Basic Uniform Distribution
Uniform (0,1) RNUN
Uniform (0,1), function form RNUNF
Univariate Discrete Distributions
Binomial RNBIN
General discrete distribution, using alias method RNGDA
General discrete distribution, set up table RNGDS
General discrete distribution, using table lookup RNGDT
Geometric RNGEO
Hypergeometric RNHYP
Logarithmic RNLGR
Negative binomial RNNBN
Poisson RNPOI
Discrete uniform RNUND
Univariate Continuous Distributions
Beta RNBET
Chi-squared RNCHI
Cauchy RNCHY
Exponential RNEXP
Extreme value RNEXV
Mixture of two exponentials RNEXT
Gamma RNGAM
General continuous distribution, set up table RNGCS
General continuous distribution, using table lookup RNGCT
Lognormal RNLNL
Normal, using acceptance/rejection RNNOA
Normal, function form of RNNOR RNNOF
Normal, using inverse CDF RNNOR
Rayleigh RNRAL
Stable RNSTA
Student’s t RNSTT
Triangular RNTRI
Von Mises RNVMS
Weibull RNWIB
Multivariate Distributions
Orthogonal matrices and correlation matrices RNCOR
Data-based multivariate RNDAT
Multinomial RNMTN
Multivariate normal RNMVN
Points on a unit circle or sphere RNSPH
Two-way tables RNTAB
Multivariate Gaussian Copula RNMVGC
Multivariate Student’s t Copula RNMVTC
Canonical Correlation CANCOR
Order Statistics
Order statistics from a normal distribution RNNOS
Order statistics from a uniform distribution RNUNO
Stochastic Processes
ARMA process RNARM
Nonhomogeneous Poisson process RNNPP
Samples and Permutations
Random permutation RNPER
Random sample of indices RNSRI
Random sample RNSRS
Low Discrepancy Sequences
Shuffled Faure sequence initialization FAURE_INIT
Frees the structure containing information about
the Faure sequence FAURE_FREE
Computes a shuffled Faure sequence FAURE_NEXT