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

F RNFDF

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 tRNSTT

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