|
Routine Name |
Mark of Introduction |
Purpose |
| G05CAF Example Text | 6 | Pseudo-random real numbers, uniform distribution over (0,1) |
| G05CBF Example Text | 6 | Initialise random number generating functions to give repeatable sequence |
| G05CCF Example Text | 6 | Initialise random number generating routines to give non-repeatable sequence |
| G05CFF Example Text | 6 | Save state of random number generating routines |
| G05CGF Example Text | 6 | Restore state of random number generating routines |
| G05DAF Example Text | 6 | Pseudo-random real numbers, uniform distribution over (a,b) |
| G05DBF Example Text | 6 | Pseudo-random real numbers, (negative) exponential distribution |
| G05DCF Example Text | 6 | Pseudo-random real numbers, logistic distribution |
| G05DDF Example Text | 6 | Pseudo-random real numbers, Normal distribution |
| G05DEF Example Text | 6 | Pseudo-random real numbers, log-normal distribution |
| G05DFF Example Text | 6 | Pseudo-random real numbers, Cauchy distribution |
| G05DHF Example Text | 6 | Pseudo-random real numbers, χ2 distribution |
| G05DJF Example Text | 6 | Pseudo-random real numbers, Student's t-distribution |
| G05DKF Example Text | 6 | Pseudo-random real numbers, F-distribution |
| G05DPF Example Text | 8 | Pseudo-random real numbers, Weibull distribution |
| G05DRF Example Text Example Data | 15 | Pseudo-random integer, Poisson distribution |
| G05DYF Example Text | 6 | Pseudo-random integer from uniform distribution |
| G05DZF Example Text | 6 | Pseudo-random logical (boolean) value |
| G05EAF Example Text | 10 | Set up reference vector for multivariate Normal distribution |
| G05EBF Example Text | 6 | Set up reference vector for generating pseudo-random integers, uniform distribution |
| G05ECF Example Text | 6 | Set up reference vector for generating pseudo-random integers, Poisson distribution |
| G05EDF Example Text | 6 | Set up reference vector for generating pseudo-random integers, binomial distribution |
| G05EEF Example Text | 6 | Set up reference vector for generating pseudo-random integers, negative binomial distribution |
| G05EFF Example Text | 6 | Set up reference vector for generating pseudo-random integers, hypergeometric distribution |
| G05EGF Example Text | 8 | Set up reference vector for univariate ARMA time series model |
| G05EHF Example Text | 10 | Pseudo-random permutation of an integer vector |
| G05EJF Example Text | 10 | Pseudo-random sample from an integer vector |
| G05EWF Example Text | 8 | Generate next term from reference vector for ARMA time series model |
| G05EXF Example Text | 6 | Set up reference vector from supplied cumulative distribution function or probability distribution function |
| G05EYF Example Text | 6 | Pseudo-random integer from reference vector |
| G05EZF Example Text | 10 | Pseudo-random multivariate Normal vector from reference vector |
| G05FAF Example Text | 14 | Generates a vector of random numbers from a uniform distribution |
| G05FBF Example Text | 14 | Generates a vector of random numbers from an (negative) exponential distribution |
| G05FDF Example Text | 14 | Generates a vector of random numbers from a Normal distribution |
| G05FEF Example Text | 15 | Generates a vector of pseudo-random numbers from a beta distribution |
| G05FFF Example Text | 15 | Generates a vector of pseudo-random numbers from a gamma distribution |
| G05FSF Example Text | 16 | Generates a vector of pseudo-random variates from von Mises distribution |
| G05GAF Example Text | 16 | Computes a random orthogonal matrix |
| G05GBF Example Text Example Data | 16 | Computes a random correlation matrix |
| G05HDF Example Text Example Data | 15 | Generates a realisation of a multivariate time series from a VARMA model |
| G05HKF | 20 | Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt-1 + γ)2 |
| G05HLF | 20 | Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)2 |
| G05HMF | 20 | Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| G05HNF | 20 | Univariate time series, generate n terms of an exponential GARCH (EGARCH) process |
| G05KAF Example Text | 20 | Pseudo-random real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly |
| G05KBF Example Text | 20 | Initialise seeds of a given generator for random number generating routines (that pass seeds explicitly) to give a repeatable sequence |
| G05KCF Example Text | 20 | Initialise seeds of a given generator for random number generating routines (that pass seeds expicitly) to give non-repeatable sequence |
| G05KEF Example Text | 20 | Pseudo-random logical (boolean) value, seeds and generator number passed explicitly |
| G05LAF Example Text | 20 | Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly |
| G05LBF Example Text | 20 | Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly |
| G05LCF Example Text | 20 | Generates a vector of random numbers from a χ2 distribution, seeds and generator number passed explicitly |
| G05LDF Example Text | 20 | Generates a vector of random numbers from an F-distribution, seeds and generator number passed explicitly |
| G05LEF Example Text | 20 | Generates a vector of random numbers from a β distribution, seeds and generator number passed explicitly |
| G05LFF Example Text | 20 | Generates a vector of random numbers from a γ distribution, seeds and generator number passed explicitly |
| G05LGF Example Text | 20 | Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly |
| G05LHF Example Text | 20 | Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly |
| G05LJF Example Text | 20 | Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly |
| G05LKF Example Text | 20 | Generates a vector of random numbers from a lognormal distribution, seeds and generator number passed explicitly |
| G05LLF Example Text | 20 | Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly |
| G05LMF Example Text | 20 | Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly |
| G05LNF Example Text | 20 | Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly |
| G05LPF Example Text | 20 | Generates a vector of random numbers from a Von Mises distribution, seeds and generator number passed explicitly |
| G05LQF Example Text | 20 | Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly |
| G05LZF Example Text | 20 | Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly |
| G05MAF Example Text | 20 | Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly |
| G05MBF Example Text | 20 | Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly |
| G05MCF Example Text | 20 | Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly |
| G05MDF Example Text | 20 | Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly |
| G05MEF Example Text | 20 | Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly |
| G05MJF Example Text | 20 | Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly |
| G05MKF Example Text | 20 | Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly |
| G05MLF Example Text | 20 | Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly |
| G05MRF Example Text | 20 | Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly |
| G05MZF Example Text | 20 | Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly |
| G05NAF Example Text | 20 | Pseudo-random permutation of an integer vector |
| G05NBF Example Text | 20 | Pseudo-random sample from an integer vector |
| G05PAF Example Text | 20 | Generates a realisation of a time series from an ARMA model |
| G05PCF Example Text Example Data | 20 | Generates a realisation of a multivariate time series from a VARMA model |
| G05QAF Example Text | 20 | Computes a random orthogonal matrix |
| G05QBF Example Text Example Data | 20 | Computes a random correlation matrix |
| G05QDF Example Text | 20 | Generates a random table matrix |
| G05YAF Example Text | 20 | Multi-dimensional quasi-random number generator with a uniform probability distribution |
| G05YBF Example Text | 20 | Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution |
| G05ZAF Example Text | 20 | Selects either the basic generator or the Wichmann–Hill generator for those routines using internal communication |