| Routine Name |
Mark of Introduction |
Purpose |
| G05CAF Example Text |
6 | Pseudo-random real numbers, uniform distribution over (0,1) This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05CBF Example Text |
6 | Initialize random number generating functions to give repeatable sequence This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05CCF Example Text |
6 | Initialize random number generating routines to give non-repeatable sequence This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05CFF Example Text |
6 | Save state of random number generating routines This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05CGF Example Text |
6 | Restore state of random number generating routines This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DAF Example Text |
6 | Pseudo-random real numbers, uniform distribution over (a,b) This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DBF Example Text |
6 | Pseudo-random real numbers, (negative) exponential distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DCF Example Text |
6 | Pseudo-random real numbers, logistic distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DDF Example Text |
6 | Pseudo-random real numbers, Normal distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DEF Example Text |
6 | Pseudo-random real numbers, log-normal distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DFF Example Text |
6 | Pseudo-random real numbers, Cauchy distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DHF Example Text |
6 | Pseudo-random real numbers, χ2 distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DJF Example Text |
6 | Pseudo-random real numbers, Student's t-distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DKF Example Text |
6 | Pseudo-random real numbers, F-distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DPF Example Text |
8 | Pseudo-random real numbers, Weibull distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DRF Example Text Example Data |
15 | Pseudo-random integer, Poisson distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DYF Example Text |
6 | Pseudo-random integer from uniform distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05DZF Example Text |
6 | Pseudo-random logical (boolean) value This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EAF Example Text |
10 | Set up reference vector for multivariate Normal distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EBF Example Text |
6 | Set up reference vector for generating pseudo-random integers, uniform distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05ECF Example Text |
6 | Set up reference vector for generating pseudo-random integers, Poisson distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EDF Example Text |
6 | Set up reference vector for generating pseudo-random integers, binomial distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EEF Example Text |
6 | Set up reference vector for generating pseudo-random integers, negative binomial distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EFF Example Text |
6 | Set up reference vector for generating pseudo-random integers, hypergeometric distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EGF Example Text |
8 | Set up reference vector for univariate ARMA time series model This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EHF Example Text |
10 | Pseudo-random permutation of an integer vector This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EJF Example Text |
10 | Pseudo-random sample from an integer vector This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EWF Example Text |
8 | Generate next term from reference vector for ARMA time series model This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EXF Example Text |
6 | Set up reference vector from supplied cumulative distribution function or probability distribution function This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EYF Example Text |
6 | Pseudo-random integer from reference vector This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05EZF Example Text |
10 | Pseudo-random multivariate Normal vector from reference vector This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05FAF Example Text |
14 | Generates a vector of random numbers from a uniform distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05FBF Example Text |
14 | Generates a vector of random numbers from an (negative) exponential distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05FDF Example Text |
14 | Generates a vector of random numbers from a Normal distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05FEF Example Text |
15 | Generates a vector of pseudo-random numbers from a beta distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05FFF Example Text |
15 | Generates a vector of pseudo-random numbers from a gamma distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05FSF Example Text |
16 | Generates a vector of pseudo-random variates from von Mises distribution This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05GAF Example Text |
16 | Computes a random orthogonal matrix This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05GBF Example Text Example Data |
16 | Computes a random correlation matrix This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05HDF Example Text Example Data |
15 | Generates a realisation of a multivariate time series from a VARMA model This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| 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|+γεt-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 | Initialize seeds of a given generator for random number generating routines (that pass seeds explicitly) to give a repeatable sequence |
| G05KCF Example Text |
20 | Initialize 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 |
| G05LXF Example Text |
21 | Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly |
| G05LYF Example Text |
21 | Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator 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 |
| G05RAF Example Text |
21 | Generates a matrix of random numbers from a Gaussian Copula, seeds and generator passed explicitly |
| G05RBF Example Text |
21 | Generates a matrix of random numbers from a Student's t-Copula, seeds and generator passed explicitly |
| G05YAF Example Text |
20 | Multi-dimensional quasi-random number generator with a uniform probability distribution This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05YBF Example Text |
20 | Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution This routine is scheduled for withdrawal at Mark 23, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |
| G05YCF | 21 | Initializes the Faure generator (G05YDF/G05YJF/G05YKF) |
| G05YDF Example Text |
21 | Generates a sequence of quasi-random numbers using Faure's method |
| G05YEF | 21 | Initializes the Sobol generator (G05YFF/G05YJF/G05YKF) |
| G05YFF Example Text |
21 | Generates a sequence of quasi-random numbers using Sobol's method |
| G05YGF | 21 | Initializes the Neiderreiter generator (G05YHF/G05YJF/G05YKF) |
| G05YHF Example Text |
21 | Generates a sequence of quasi-random numbers using Neiderreiter's method |
| G05YJF Example Text |
21 | Generates a Normal quasi-random number sequence using Faure's, Sobol's or Neiderreiter's method |
| G05YKF Example Text |
21 | Generates a log-Normal quasi-random number sequence using Faure's, Sobol's or Neiderreiter's method |
| G05ZAF Example Text |
20 | Selects either the basic generator or the Wichmann–Hill generator for those routines using internal communication This routine is scheduled for withdrawal at Mark 22, please see the Advice on Replacement Calls for Withdrawn/Superseded Routines for further details. |