Random Number Generation
This section contains the following topics:
Random Numbers
RANDOMOPT Procedure—Retrieves uniform (0, 1) multiplicative, congruential pseudorandom-number generato
r. RANDOM_TABLE Procedure—Sets or retrieves the current table used in either the shuffled or GFSR random number generator.
RANDOM_ORDER Function—Generates pseudorandom order statistics from a uniform (0, 1) distribution, or optionally from a standard normal distribution.
RAND_FROM_DATA Function—Generates pseudorandom numbers from a multivariate distribution determined from a given sample.
CONT_TABLE Procedure—Sets up table to generate pseudorandom numbers from a general continuous distribution.
DISCR_TABLE Function—Sets up table to generate pseudorandom numbers from a general discrete distribution.
RAND_GEN_DISCR Function—Generates pseudorandom numbers from a general discrete distribution using an alias method or optionally a table lookup method.
Stochastic Processes
Low-discrepancy Sequences
Mersenne Twister Generator