Random Number Generation

Functions

Univariate Discrete Distributions

Generates pseudorandom binomial numbers randomBinomial

Generates pseudorandom geometric numbers randomGeometric

Generates pseudorandom hypergeometric numbers randomHypergeometric

Generates pseudorandom logarithmic numbers randomLogarithmic

Generates pseudorandom negative binomial numbers randomNegBinomial

Generates pseudorandom Poisson numbers randomPoisson

Generates pseudorandom discrete uniform numbers randomUniformDiscrete

Generates pseudorandom numbers from

a general discrete distribution randomGeneralDiscrete

Sets up a table to generate pseudorandom numbers from

a general discrete distribution discreteTableSetup

Univariate Continuous Distributions

Generates pseudorandom beta numbers randomBeta

Generates pseudorandom Cauchy numbers randomCauchy

Generates pseudorandom chiSquared numbers randomChiSquared

Generates pseudorandom exponential numbers randomExponential

Generates pseudorandom mixed

exponential numbers randomExponentialMix

Generates pseudorandom gamma numbers randomGamma

Generates peudorandom lognormal numbers randomLognormal

Generates pseudorandom normal numbers randomNormal

Generates pseudorandom numbers from a

stable distribution randomStable

Generates pseudorandom Student’s t randomStudentT

Generates pseudorandom triangular numbers randomTriangular

Generates pseudorandom uniform numbers randomUniform

Generates pseudorandom Von Mises numbers randomVonMises

Generates pseudorandom Weibull numbers randomWeibull

Generates pseudorandom numbers from a general

continuous distribution randomGeneralContinuous

Sets up table to generate pseudorandom numbers

from a general continuous distribution continuousTableSetup

Multivariate Continuous Distributions

Generates multivariate normal vectors randomNormalMultivariate

Generates a pseudorandom orthogonal matrix

or a correlation matrix randomOrthogonalMatrix

Generates pseudorandom numbers from a multivariate distribution

determined from a given sample randomMvarFromData

Generates pseudorandom numbers from a

multinomial distribution randomMultinomial

Generates pseudorandom points on a unit circle or

K-dimensional sphere randomSphere

Generates a pseudorandom two-way table randomTableTwoway

Generates multivariate Gaussian Copula vectors randomMvarGaussianCopula

Generates multivariate Student’s t Copula vectors randomMvarTCopula

Generates a canonical correlation matrix canonicalCorrelation

Order Statistics

Generates pseudorandom order statistics from a standard

normal distribution randomOrderNormal

Generates pseudorandom order statistics from a

uniform (0, 1) distribution randomOrderUniform

Stochastic Processes

Generates pseudorandom ARMA

process numbers randomArma

Generates pseudorandom numbers from a

nonhomogeneous Poisson process randomNpp

Samples and Permutations

Generates a pseudorandom permutation randomPermutation

Generates a simple pseudorandom sample of indices randomSampleIndices

Generates a simple pseudorandom sample from

a finite population randomSample

Utility Functions

Selects the uniform (0, 1) generator randomOption

Retrieves the uniform (0, 1) multiplicative congruential

pseudorandom number generator randomOptionGet

Retrieves the current value of the seed randomSeedGet

Retrieves a seed for the congruential generators randomSubstreamSeedGet

Initializes a random seed randomSeedSet

Sets the current table used in the shuffled generato randomTableSet

Retrieves the current table used in the shuffled generator randomTableGet

Sets the current able used in the GFSR generator randomGfsrTableSet

Retrieves the current table used in the GFSR generator randomGfsrTableGet

Initializes the 32-bit Mersenne Twister

generator using an array randomMt32Init

Retrieves the current table used in the 32-bit

Mersenne Twister generator randomMt32TableGet

Sets the current table used in the 32-bit

Mersenne Twister generator randomMt32TableSet

Initializes the 64-bit Mersenne Twister

generator using an array randomMt64Init

Retrieves the current table used in the 64-bit

Mersenne Twister generato randomMt64TableGet

Sets the current table used in the 64-bit

Mersenne Twister generator randomMt64TableSet

Low-discrepancy sequence

Generates a shuffled Faure sequence faureNextPoint