NAG fl90 Library

Chapter 21: Random Number Generation

Chapter Introduction
Module 21.1: nag_rand_util - Utilities for Random Number Generation
nag_rand_seed_set Sets the seed used by random number generating procedures to give a repeatable or non-repeatable sequence of random numbers
nag_seed_wp Stores data required to generate successive random numbers from a given stream (type)
There are no examples for this module.
Module 21.2: nag_rand_contin - Random Numbers from Continuous Distributions
nag_rand_uniform Generates random numbers from a uniform distribution over (a,b)
nag_rand_normal Generates random numbers from a Normal distribution with mean a and standard deviation b
nag_rand_mv_normal Generates a vector of random numbers from a multivariate Normal distribution with mean vector a and covariance matrix C
nag_rand_beta Generates random numbers from a beta distribution with parameters a and b
nag_rand_neg_exp Generates random numbers from a (negative) exponential distribution with mean a
nag_rand_gamma Generates random numbers from a gamma distribution with parameters a and b
Examples
Module 21.3: nag_rand_discrete - Random Numbers from Discrete Distributions
nag_rand_binom Generates random integers from a binomial distribution and/or returns a reference vector for the distribution
nag_rand_neg_binom Generates random integers from a negative binomial distribution and/or returns a reference vector for the distribution
nag_rand_hypergeo Generates random integers from an hypergeometric distribution and/or returns a reference vector for the distribution
nag_rand_user_dist Generates random integers and/or returns a reference vector from a discrete distribution defined in terms of its PDF or CDF
nag_rand_ref_vec Generates random integers from a discrete distribution, using a reference vector
nag_ref_vec_wp Stores a reference vector which is used to generate random integers from a discrete distribution (type)
Examples


Release 4 Table of Contents
© The Numerical Algorithms Group Ltd, Oxford UK. 2000