| Routine Name |
Mark of Introduction |
Purpose |
| g05cac Example Text |
1 | nag_random_continuous_uniform Pseudo-random real numbers, uniform distribution over (0,1) |
| g05cbc Example Text |
1 | nag_random_init_repeatable Initialize random number generating functions to give repeatable sequence |
| g05ccc Example Text |
1 | nag_random_init_nonrepeatable Initialize random number generating functions to give non-repeatable sequence |
| g05cfc Example Text |
1 | nag_save_random_state Save state of random number generating functions |
| g05cgc Example Text |
1 | nag_restore_random_state Restore state of random number generating functions |
| g05dac Example Text |
1 | nag_random_continuous_uniform_ab Pseudo-random real numbers, uniform distribution over (a,b) |
| g05dbc Example Text |
1 | nag_random_exp Pseudo-random real numbers, (negative) exponential distribution |
| g05ddc Example Text |
1 | nag_random_normal Pseudo-random real numbers, Normal distribution |
| g05dyc Example Text |
1 | nag_random_discrete_uniform Pseudo-random integer from uniform distribution |
| g05eac Example Text |
2 | nag_ref_vec_multi_normal Set up reference vector for multivariate Normal distribution |
| g05ecc Example Text |
2 | nag_ref_vec_poisson Set up reference vector for generating pseudo-random integers, Poisson distribution |
| g05edc Example Text |
2 | nag_ref_vec_binomial Set up reference vector for generating pseudo-random integers, binomial distribution |
| g05ehc Example Text |
3 | nag_ran_permut_vec Pseudo-random permutation of an integer vector |
| g05ejc Example Text |
3 | nag_ran_sample_vec Pseudo-random sample without replacement from an integer vector |
| g05exc Example Text |
2 | nag_ref_vec_discrete_pdf_cdf Set up reference vector from supplied cumulative distribution function or probability distribution function |
| g05eyc Example Text |
2 | nag_return_discrete Pseudo-random integer from reference vector |
| g05ezc Example Text |
2 | nag_return_multi_normal Pseudo-random multivariate Normal vector from reference vector |
| g05fec Example Text |
2 | nag_random_beta Pseudo-random real numbers from the beta distribution |
| g05ffc Example Text |
2 | nag_random_gamma Pseudo-random real numbers from the gamma distribution |
| g05hac Example Text |
3 | nag_arma_time_series ARMA time series of n terms |
| g05hkc | 6 | nag_generate_agarchI 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 |
| g05hlc | 6 | nag_generate_agarchII Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt-1|+γεt-1)2 |
| g05hmc | 6 | nag_generate_garchGJR Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g05kac Example Text |
7 | nag_rngs_basic Pseudo-random real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly |
| g05kbc Example Text |
7 | nag_rngs_init_repeatable Initialize seeds of a given generator for random number generating functions (that pass seeds explicitly) to give a repeatable sequence |
| g05kcc Example Text |
7 | nag_rngs_init_nonrepeatable Initialize seeds of a given generator for random number generating functions (that pass seeds expicitly) to give non-repeatable sequence |
| g05kec Example Text |
7 | nag_rngs_logical Pseudo-random logical (boolean) value, seeds and generator number passed explicitly |
| g05lac Example Text |
7 | nag_rngs_normal Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly |
| g05lbc Example Text |
7 | nag_rngs_students_t Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly |
| g05lcc Example Text |
7 | nag_rngs_chi_sq Generates a vector of random numbers from a χ2 distribution, seeds and generator number passed explicitly |
| g05ldc Example Text |
7 | nag_rngs_f Generates a vector of random numbers from an F-distribution, seeds and generator number passed explicitly |
| g05lec Example Text |
7 | nag_rngs_beta Generates a vector of random numbers from a β distribution, seeds and generator number passed explicitly |
| g05lfc Example Text |
7 | nag_rngs_gamma Generates a vector of random numbers from a γ distribution, seeds and generator number passed explicitly |
| g05lgc Example Text |
7 | nag_rngs_uniform Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly |
| g05lhc Example Text |
7 | nag_rngs_triangular Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly |
| g05ljc Example Text |
7 | nag_rngs_exp Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly |
| g05lkc Example Text |
7 | nag_rngs_lognormal Generates a vector of random numbers from a lognormal distribution, seeds and generator number passed explicitly |
| g05llc Example Text |
7 | nag_rngs_cauchy Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly |
| g05lmc Example Text |
7 | nag_rngs_weibull Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly |
| g05lnc Example Text |
7 | nag_rngs_logistic Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly |
| g05lpc Example Text |
7 | nag_rngs_von_mises Generates a vector of random numbers from a von Mises distribution, seeds and generator number passed explicitly |
| g05lqc Example Text |
7 | nag_rngs_exp_mix Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly |
| g05lxc Example Text |
8 | nag_rngs_matrix_multi_students_t Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly |
| g05lyc Example Text |
8 | nag_rgsn_matrix_multi_normal Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly |
| g05lzc Example Text |
7 | nag_rngs_multi_normal Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly |
| g05mac Example Text |
7 | nag_rngs_discrete_uniform Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly |
| g05mbc Example Text |
7 | nag_rngs_geom Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly |
| g05mcc Example Text |
7 | nag_rngs_neg_bin Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly |
| g05mdc Example Text |
7 | nag_rngs_logarithmic Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly |
| g05mec Example Text |
7 | nag_rngs_compd_poisson Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly |
| g05mjc Example Text |
7 | nag_rngs_binomial Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly |
| g05mkc Example Text |
7 | nag_rngs_poisson Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly |
| g05mlc Example Text |
7 | nag_rngs_hypergeometric Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly |
| g05mrc Example Text |
7 | nag_rngs_gen_multinomial Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly |
| g05mzc Example Text |
7 | nag_rngs_gen_discrete Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly |
| g05nac Example Text |
7 | nag_rngs_permute Pseudo-random permutation of an integer vector |
| g05nbc Example Text |
7 | nag_rngs_sample Pseudo-random sample from an integer vector |
| g05pac Example Text |
7 | nag_rngs_arma_time_series Generates a realisation of a time series from an ARMA model |
| g05pcc Example Text Example Data |
7 | nag_rngs_varma_time_series Generates a realisation of a multivariate time series from a VARMA model |
| g05qac Example Text |
7 | nag_rngs_orthog_matrix Computes a random orthogonal matrix |
| g05qbc Example Text Example Data |
7 | nag_rngs_corr_matrix Computes a random correlation matrix |
| g05qdc Example Text |
7 | nag_rngs_2_way_table Generates a random table matrix |
| g05rac Example Text |
8 | nag_rngs_copula_normal Generates a matrix of random numbers from a Gaussian Copula, seeds and generator passed explicitly |
| g05rbc Example Text |
8 | nag_rngs_copula_students_t Generates a matrix of random numbers from a Student's t-Copula, seeds and generator passed explicitly |
| g05yac Example Text |
7 | nag_quasi_random_uniform Multi-dimensional quasi-random number generator with a uniform probability distribution |
| g05ybc Example Text |
7 | nag_quasi_random_normal Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution |