Random Number Generation

This section contains the following topics:

Random Numbers

RANDOMOPT Proc—Retrieves uniform (0, 1) multiplicative, congruential pseudorandom-number generator.

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

RANDOM Fu—Generates pseudorandom numbers.

RANDOM_NPP —Generates pseudorandom numbers from a nonhomo-geneous Poisson proces.

RANDOM_ORDER—Generates pseudorandom order statistics from a uniform (0, 1) distribution, or optionally from a standard normal distribution.

RAND_TABLE_2WAY—Generates a pseudorandom two-way table.

RAND_ORTH_MAT—Generates a pseudorandom orthogonal matrix or a correlation matrix.

RANDOM_SAMPLE—Generates a simple pseudorandom sample from a finite population.

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

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

RAND_GEN_CONT Function —Generates pseudorandom numbers from a general continuous distribution.

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

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

Stochastic Processes

RANDOM_ARMA —Generate pseudorandom ARMA process numbers.

Low-discrepancy Sequences

FAURE_INIT—Initializes the structure used for computing a shuffled Faure sequence.

FAURE_NEXT_PT—Generates a shuffled Faure sequence.

Mersenne Twister Generator

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

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