IMSL Statistics Reference Guide
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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 generato
r.
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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