Chapter 18 Random Number Generation
Routines
Utility Routines for Random Number Generators
Selects the uniform (0,1) generator
, RNOPTRetrieves the indicator of the generator currently used
, RNOPGInitializes the seed used in the generators
, RNSETRetrieves the current value of the seed
, RNGETInitializes the table used in the shuffled generators
, RNSESRetrieves the current table used in the shuffled generators
, RNGESInitializes the table used in the GFSR generator
, RNSEFRetrieves the current table used in the GFSR generator
, RNGEFGet a seed for a separate substream of numbers
, RNISDInitializes the 32-bit Mersenne Twister generator using an array
, RNIN32Retrieves the current table used in the 32-bit Mersenne Twister generator
, RNGE32Sets the current table used in the 32-bit Mersenne Twister generator
, RNSE32Initializes the 64-bit Mersenne Twister generator using an array
, RNIN64Retrieves the current table used in the 64-bit Mersenne Twister generator
, RNGE64Sets the current table used in the 64-bit Mersenne Twister generator
, RNSE64Basic Uniform Distribution
Uniform (0,1), function form
, RNUNFUnivariate Discrete Distributions
General discrete distribution, using alias method
, RNGDAGeneral discrete distribution, set up table
, RNGDSGeneral discrete distribution, using table lookup
, RNGDTUnivariate Continuous Distributions
Mixture of two exponentials
, RNEXTGeneral continuous distribution, set up table
, RNGCSGeneral continuous distribution, using table lookup
, RNGCTNormal, using acceptance/rejection
, RNNOANormal, function form of RNNOR
, RNNOFNormal, using inverse
, CDF
RNNORMultivariate Distributions
Orthogonal matrices and correlation matrices
, RNCORData-based multivariate
, RNDATMultivariate normal
, RNMVNPoints on a unit circle or sphere
, RNSPHMultivariate Gaussian Copula
, RNMVGCMultivariate Student’s t Copula
, RNMVTCOrder Statistics
Order statistics from a normal distribution
, RNNOSOrder statistics from a uniform distribution
, RNUNOStochastic Processes
Nonhomogeneous Poisson process
, RNNPPSamples and Permutations
Random permutation
, RNPERRandom sample of indices
, RNSRILow Discrepancy Sequences
Shuffled Faure sequence initialization
, FAURE_INITFrees the structure containing information about
the Faure sequence
, FAURE_FREE