Home / Products / Numerical Libraries / MATLAB^®-NAG Toolbox

• G05 Introduction
• g05ca – Pseudo-random real numbers, uniform distribution over (0,1)
• g05cb – Initialize random number generating functions to give repeatable sequence
• g05cc – Initialize random number generating routines to give non-repeatable sequence
• g05cf – Save state of random number generating routines
• g05cg – Restore state of random number generating routines
• g05da – Pseudo-random real numbers, uniform distribution over (ab)
• g05db – Pseudo-random real numbers, (negative) exponential distribution
• g05dc – Pseudo-random real numbers, logistic distribution
• g05dd – Pseudo-random real numbers, Normal distribution
• g05de – Pseudo-random real numbers, log-normal distribution
• g05df – Pseudo-random real numbers, Cauchy distribution
• g05dh – Pseudo-random real numbers, chi ^2 distribution
• g05dj – Pseudo-random real numbers, Student's t-distribution
• g05dk – Pseudo-random real numbers, F-distribution
• g05dp – Pseudo-random real numbers, Weibull distribution
• g05dr – Pseudo-random integer, Poisson distribution
• g05dy – Pseudo-random integer from uniform distribution
• g05dz – Pseudo-random logical (boolean) value
• g05ea – Set up reference vector for multivariate Normal distribution
• g05eb – Set up reference vector for generating pseudo-random integers, uniform distribution
• g05ec – Set up reference vector for generating pseudo-random integers, Poisson distribution
• g05ed – Set up reference vector for generating pseudo-random integers, binomial distribution
• g05ee – Set up reference vector for generating pseudo-random integers, negative binomial distribution
• g05ef – Set up reference vector for generating pseudo-random integers, hypergeometric distribution
• g05eg – Set up reference vector for univariate ARMA time series model
• g05eh – Pseudo-random permutation of an integer vector
• g05ej – Pseudo-random sample from an integer vector
• g05ew – Generate next term from reference vector for ARMA time series model
• g05ex – Set up reference vector from supplied cumulative distribution function or probability distribution function
• g05ey – Pseudo-random integer from reference vector
• g05ez – Pseudo-random multivariate Normal vector from reference vector
• g05fa – Generates a vector of random numbers from a uniform distribution
• g05fb – Generates a vector of random numbers from a (negative) exponential distribution
• g05fd – Generates a vector of random numbers from a Normal distribution
• g05fe – Generates a vector of pseudo-random numbers from a beta distribution
• g05ff – Generates a vector of pseudo-random numbers from a gamma distribution
• g05fs – Generates a vector of pseudo-random variates from von Mises distribution
• g05ga – Computes a random orthogonal matrix
• g05gb – Computes a random correlation matrix
• g05hd – Generates a realisation of a multivariate time series from a VARMA model
• g05hk – Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form ( epsilon _t-1+ gamma )^2
• g05hl – Univariate time series, generate n terms of a GARCH process with asymmetry of the form (| epsilon _t-1|+ gamma epsilon _t-1)^2
• g05hm – Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
• g05hn – Univariate time series, generate n terms of an exponential GARCH (EGARCH) process
• g05ka – Pseudo-random real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly
• g05kb – Initialize seeds of a given generator for random number generating routines (that pass seeds explicitly) to give a repeatable sequence
• g05kc – Initialize seeds of a given generator for random number generating routines (that pass seeds expicitly) to give non-repeatable sequence
• g05ke – Pseudo-random logical (boolean) value, seeds and generator number passed explicitly
• g05la – Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly
• g05lb – Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly
• g05lc – Generates a vector of random numbers from a chi ^2 distribution, seeds and generator number passed explicitly
• g05ld – Generates a vector of random numbers from an F-distribution, seeds and generator number passed explicitly
• g05le – Generates a vector of random numbers from a beta distribution, seeds and generator number passed explicitly
• g05lf – Generates a vector of random numbers from a gamma distribution, seeds and generator number passed explicitly
• g05lg – Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly
• g05lh – Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly
• g05lj – Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly
• g05lk – Generates a vector of random numbers from a lognormal distribution, seeds and generator number passed explicitly
• g05ll – Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly
• g05lm – Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly
• g05ln – Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly
• g05lp – Generates a vector of random numbers from a von Mises distribution, seeds and generator number passed explicitly
• g05lq – Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly
• g05lx – Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly
• g05ly – Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly
• g05lz – Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly
• g05ma – Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly
• g05mb – Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly
• g05mc – Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly
• g05md – Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly
• g05me – Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly
• g05mj – Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly
• g05mk – Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly
• g05ml – Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly
• g05mr – Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly
• g05mz – Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly
• g05na – Pseudo-random permutation of an integer vector
• g05nb – Pseudo-random sample from an integer vector
• g05pa – Generates a realisation of a time series from an ARMA model
• g05pc – Generates a realisation of a multivariate time series from a VARMA model
• g05qa – Computes a random orthogonal matrix
• g05qb – Computes a random correlation matrix
• g05qd – Generates a random table matrix
• g05ra – Generates a matrix of random numbers from a Gaussian Copula, seeds and generator passed explicitly
• g05rb – Generates a matrix of random numbers from a Student's t-Copula, seeds and generator passed explicitly
• g05ya – Multi-dimensional quasi-random number generator with a uniform probability distribution
• g05yb – Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution
• g05yc – Initializes the Faure generator (g05yd/g05yj/g05yk)
• g05yd – Generates a sequence of quasi-random numbers using Faure's method
• g05ye – Initializes the Sobol generator (g05yf/g05yj/g05yk)
• g05yf – Generates a sequence of quasi-random numbers using Sobol's method
• g05yg – Initializes the Neiderreiter generator (g05yh/g05yj/g05yk)
• g05yh – Generates a sequence of quasi-random numbers using Neiderreiter's method
• g05yj – Generates a Normal quasi-random number sequence using Faure's, Sobol's or Neiderreiter's method
• g05yk – Generates a log-Normal quasi-random number sequence using Faure's, Sobol's or Neiderreiter's method
• g05za – Selects either the basic generator or the Wichmann–Hill generator for those routines using internal communication