Catalog of Functionality > IMSL Statistics Toolkit > Random Number Generation
  

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.

Version 2017.0
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