Chapter 12 Random Number Generation
Functions
Univariate Discrete Distributions
Sets up a table to generate pseudorandom numbers from
a general discrete distribution,
discrete_table_setupUnivariate Continuous Distributions
Generates pseudorandom numbers from a
stable distribution,
random_stableMultivariate Continuous Distributions
Generates pseudorandom numbers from a multivariate distribution
determined from a given sample,
random_mvar_from_dataGenerates pseudorandom points on a unit circle or
K-dimensional sphere,
random_sphereOrder Statistics
Generates pseudorandom order statistics from a standard
normal distribution ,
random_order_normalStochastic Processes
Generates pseudorandom ARMA
process numbers,
random_armaGenerates pseudorandom numbers from a
nonhomogeneous Poisson process,
random_nppSamples and Permutations
Generates a simple pseudorandom sample from
a finite population,
random_sampleUtility Functions
Retrieves the uniform (0, 1) multiplicative congruential
pseudorandom number generator,
random_option_getInitializes the 32-bit Mersenne Twister
generator using an array,
random_MT32_initInitializes the 64-bit Mersenne Twister
generator using an array,
random_MT64_initLow-discrepancy sequence