Random Number Generation

Random Numbers

CONT_TABLE

Sets up a table to generate pseudorandom numbers from a general continuous distribution.

DISCR_TABLE

Sets up a table to generate pseudorandom numbers from a general discrete distribution.

FAURE_INIT

Initializes the structure used for computing a shuffled Faure sequence.

FAURE_NEXT_PT

Generates a shuffled Faure sequence.

RAND_FROM_DATA

Generates pseudorandom numbers from multivariate distribution determined from a given sample.

RAND_GEN_CONT

Generates pseudorandom numbers from a general continuous distribution.

RAND_GEN_DISCR

Generates pseudorandom numbers from a general discrete distribution using an alias method or optionally a table lookup method.

RAND_ORTH_MAT

Generates a pseudorandom orthogonal matrix or a correlation matrix

RANDOM

Generates pseudorandom numbers.

RANDOM_ARMA

Generate pseudorandom ARMA process numbers.

RANDOM_TABLE

Sets or retrieves the current table used in either the shuffled or GFSR random number generator.

RANDOMOPT

Control of the random number seed and uniform(0,1) generator.

RANDOM_NPP

Generates pseudorandom numbers from a nonhomogeneous Poisson process.

RANDOM_ORDER

Generates pseudorandom order statistics from a standard normal distribution.

RANDOM_SAMPLE

Generates a simple pseudorandom sample from a finite population.

RAND_TABLE_2WAY

Generates a pseudorandom two-way table.

Mersenne Twister Generator

RANDOM_MT32_INIT

Initializes the 32-bit Mersenne Twister generator using an array.

RANDOM_MT64_INIT

Initializes the 64-bit Mersenne Twister generator using an array.