| Function |
Purpose
Statement |
| randomArma |
Generates pseudorandom
ARMA process numbers. |
| randomBeta |
Generates pseudorandom
numbers from a beta
distribution. |
| randomBinomial |
Generates pseudorandom
binomial numbers. |
| randomCauchy |
Generates pseudorandom
numbers from a Cauchy
distribution. |
| randomChiSquared |
Generates pseudorandom
numbers from a
chi-squared
distribution. |
| randomExponential |
Generates pseudorandom
numbers from a
standard exponential
distribution. |
| randomExponentialMix |
Generates pseudorandom
mixed numbers from a
standard exponential
distribution. |
| randomGamma |
Generates pseudorandom
numbers from a
standard gamma
distribution. |
| randomGeneralContinuous |
Generates pseudorandom
numbers from a general
continuous
distribution. |
| randomGeneralDiscrete |
Generates pseudorandom
numbers from a general
discrete distribution
using an alias method
or optionally a table
lookup method. |
| randomGeometric |
Generates pseudorandom
numbers from a
geometric
distribution. |
| randomGfsrTableGet |
Retrieves the current
table used in the GFSR
generator. |
| randomGfsrTableSet |
Sets the current table
used in the GFSR
generator. |
| randomHypergeometric |
Generates pseudorandom
numbers from a
hypergeometric
distribution. |
| randomLogarithmic |
Generates pseudorandom
numbers from a
logarithmic
distribution. |
| randomLognormal |
Generates pseudorandom
numbers from a
lognormal
distribution. |
| randomMt32Init |
Initializes the 32-bit
Mersenne Twister
generator using an
array. |
| randomMt32TableGet |
Retrieves the current
table used in the
32-bit Mersenne
Twister generator. |
| randomMt32TableSet |
Sets the current table
used in the 32-bit
Mersenne Twister
generator. |
| randomMt64Init |
Initializes the 64-bit
Mersenne Twister
generator using an
array. |
| randomMt64TableGet |
Retrieves the current
table used in the
64-bit Mersenne
Twister generator. |
| randomMt64TableSet |
Sets the current table
used in the 64-bit
Mersenne Twister
generator. |
| randomMultinomial |
Generates pseudorandom
numbers from a
multinomial
distribution. |
| randomMvarFromData |
Generates pseudorandom
numbers from a
multivariate
distribution
determined from a
given sample. |
| randomMvarGaussianCopula |
Given a Cholesky
factorization of a
correlation matrix,
generates pseudorandom
numbers from a
Gaussian Copula
distribution. |
| randomMvarTCopula |
Given a Cholesky
factorization of a
correlation matrix,
generates pseudorandom
numbers from a
Student’s t Copula
distribution. |
| randomNegBinomial |
Generates pseudorandom
numbers from a
negative binomial
distribution. |
| randomNormal |
Generates pseudorandom
numbers from a normal,
\(N(\mu,\sigma^2)\),
distribution. |
| randomNormalMultivariate |
Generates pseudorandom
numbers from a
multivariate normal
distribution. |
| randomNpp |
Generates pseudorandom
numbers from a
nonhomogeneous Poisson
process. |
| randomOption |
Selects the uniform
(0, 1) multiplicative
congruential
pseudorandom number
generator. |
| randomOptionGet |
Retrieves the uniform
(0, 1) multiplicative
congruential
pseudorandom number
generator. |
| randomOrderNormal |
Generates pseudorandom
order statistics from
a standard normal
distribution. |
| randomOrderUniform |
Generates pseudorandom
order statistics from
a uniform (0, 1)
distribution. |
| randomOrthogonalMatrix |
Generates a
pseudorandom
orthogonal matrix or a
correlation matrix. |
| randomPermutation |
Generates a
pseudorandom
permutation. |
| randomPoisson |
Generates pseudorandom
numbers from a Poisson
distribution. |
| randomSample |
Generates a simple
pseudorandom sample
from a finite
population. |
| randomSampleIndices |
Generates a simple
pseudorandom sample of
indices. |
| randomSeedGet |
Retrieves the current
value of the seed used
in the IMSL random
number generators. |
| randomSeedSet |
Initializes a random
seed for use in the
IMSL random number
generators. |
| randomSphere |
Generates pseudorandom
points on a unit
circle or
K-dimensional
sphere. |
| randomStable |
Generates pseudorandom
numbers from a stable
distribution. |
| randomStudentT |
Generates pseudorandom
Student’s t. |
| randomSubstreamSeedGet |
Retrieves a seed for
the congruential
generators that do not
do shuffling that will
generate random
numbers beginning
100,000 numbers
farther along. |
| randomTableGet |
Retrieves the current
table used in the
shuffled generator. |
| randomTableSet |
Sets the current table
used in the shuffled
generator. |
| randomTableTwoway |
Generates a
pseudorandom two-way
table. |
| randomTriangular |
Generates pseudorandom
numbers from a
triangular
distribution. |
| randomUniform |
Generates pseudorandom
numbers from a uniform
(0, 1) distribution. |
| randomUniformDiscrete |
Generates pseudorandom
numbers from a
discrete uniform
distribution. |
| randomVonMises |
Generates pseudorandom
numbers from a von
Mises distribution. |
| randomWeibull |
Generates pseudorandom
numbers from a Weibull
distribution. |
| randomnessTest |
Performs a test for
randomness. |
| ranks |
Computes the ranks,
normal scores, or
exponential scores for
a vector of
observations. |
| rcbdFactorial |
Analyzes data from
balanced and
unbalanced randomized
complete-block
experiments. |
| regression |
Fits a multiple linear
regression model using
least squares. |
| regressionArima |
Fits a univariate,
non-seasonal ARIMA
time series model with
the inclusion of one
or more regression
variables. |
| regressionPrediction |
Computes predicted
values, confidence
intervals, and
diagnostics after
fitting a regression
model. |
| regressionSelection |
Selects the best
multiple linear
regression models. |
| regressionStepwise |
Builds multiple linear
regression models
using forward
selection, backward
selection or stepwise
selection. |
| regressionSummary |
Produces summary
statistics for a
regression model given
the information from
the fit. |
| regressorsForGlm |
Generates regressors
for a general linear
model. |
| robustCovariances |
Computes a robust
estimate of a
covariance matrix and
mean vector. |