IMSL Statistics Reference Guide > Random Number Generation
  

Random Number Generation
 
This section contains the following topics:
*Random Numbers
* RANDOMOPT Procedure (PV-WAVE Advantage)—Retrieves uniform (0, 1) multiplicative, congruential pseudorandom-number generator.
* RANDOM_TABLE Procedure (PV-WAVE Advantage)—Sets or retrieves the current table used in either the shuffled or GFSR random number generator.
* RANDOM Function (PV-WAVE Advantage)—Generates pseudorandom numbers.
* RANDOM_NPP Function (PV-WAVE Advantage)—Generates pseudorandom numbers from a nonhomo-geneous Poisson proces.
* RANDOM_ORDER Function (PV-WAVE Advantage)—Generates pseudorandom order statistics from a uniform (0, 1) distribution, or optionally from a standard normal distribution.
* RAND_TABLE_2WAY Function (PV-WAVE Advantage)—Generates a pseudorandom two-way table.
* RAND_ORTH_MAT Function (PV-WAVE Advantage)—Generates a pseudorandom orthogonal matrix or a correlation matrix.
* RANDOM_SAMPLE Function (PV-WAVE Advantage)—Generates a simple pseudorandom sample from a finite population.
* RAND_FROM_DATA Function (PV-WAVE Advantage)—Generates pseudorandom numbers from a multivariate distribution determined from a given sample.
* CONT_TABLE Procedure (PV-WAVE Advantage)—Sets up table to generate pseudorandom numbers from a general continuous distribution.
* RAND_GEN_CONT Function (PV-WAVE Advantage)—Generates pseudorandom numbers from a general continuous distribution.
* DISCR_TABLE Function (PV-WAVE Advantage)—Sets up table to generate pseudorandom numbers from a general discrete distribution.
* RAND_GEN_DISCR Function (PV-WAVE Advantage)—Generates pseudorandom numbers from a general discrete distribution using an alias method or optionally a table lookup method.
*Stochastic Processes
* RANDOM_ARMA Function (PV-WAVE Advantage)—Generate pseudorandom ARMA process numbers.
*Low-discrepancy Sequences
* FAURE_INIT Function (PV-WAVE Advantage)—Initializes the structure used for computing a shuffled Faure sequence.
* FAURE_NEXT_PT Function (PV-WAVE Advantage)—Generates a shuffled Faure sequence.
*Mersenne Twister Generator
* RANDOM_MT32_INIT Procedure (PV-WAVE Advantage)—Initializes the 32-bit Mersenne Twister generator using an array.
* RANDOM_MT64_INIT Procedure (PV-WAVE Advantage)—Initializes the 64-bit Mersenne Twister generator using an array.

Version 2017.0
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