g05 Chapter Introduction – a description of the Chapter and an overview of the algorithms available
Function Name |
Mark of Introduction |
Purpose |
g05kfc
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9 | nag_rand_init_repeatable Initializes a pseudorandom number generator to give a repeatable sequence |
g05kgc
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9 | nag_rand_init_nonrepeatable Initializes a pseudorandom number generator to give a non-repeatable sequence |
g05khc
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9 | nag_rand_leap_frog Primes a pseudorandom number generator for generating multiple streams using leap-frog |
g05kjc
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9 | nag_rand_skip_ahead Primes a pseudorandom number generator for generating multiple streams using skip-ahead |
g05kkc
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23 | nag_rand_skip_ahead_power2 Primes a pseudorandom number generator for generating multiple streams using skip-ahead, skipping ahead a power of |
g05ncc
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9 | nag_rand_permute Pseudorandom permutation of an integer vector |
g05ndc
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9 | nag_rand_sample Pseudorandom sample from an integer vector |
g05nec
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23 | nag_rand_sample_unequal Pseudorandom sample, without replacement, unequal weights |
g05pdc
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9 | nag_rand_agarchI Generates a realization of a time series from a GARCH process with asymmetry of the form |
g05pec
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9 | nag_rand_agarchII Generates a realization of a time series from a GARCH process with asymmetry of the form |
g05pfc
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9 | nag_rand_garchGJR Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
g05pgc
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9 | nag_rand_egarch Generates a realization of a time series from an exponential GARCH (EGARCH) process |
g05phc
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9 | nag_rand_arma Generates a realization of a time series from an ARMA model |
g05pjc
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9 | nag_rand_varma Generates a realization of a multivariate time series from a VARMA model |
g05pmc
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9 | nag_rand_exp_smooth Generates a realization of a time series from an exponential smoothing model |
g05pvc
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25 | nag_rand_kfold_xyw Permutes a matrix, vector, vector triplet into a form suitable for -fold cross validation |
g05pwc
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25 | nag_rand_subsamp_xyw Permutes a matrix, vector, vector triplet into a form suitable for random sub-sampling validation |
g05pxc
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9 | nag_rand_orthog_matrix Generates a random orthogonal matrix |
g05pyc
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9 | nag_rand_corr_matrix Generates a random correlation matrix |
g05pzc
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9 | nag_rand_2_way_table Generates a random two-way table |
g05rcc
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9 | nag_rand_copula_students_t Generates a matrix of pseudorandom numbers from a Student's -copula |
g05rdc
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9 | nag_rand_copula_normal Generates a matrix of pseudorandom numbers from a Gaussian copula |
g05rec
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9 | nag_rand_bivariate_copula_clayton Generates a matrix of pseudorandom numbers from a bivariate Clayton/Cook–Johnson copula |
g05rfc
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9 | nag_rand_bivariate_copula_frank Generates a matrix of pseudorandom numbers from a bivariate Frank copula |
g05rgc
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9 | nag_rand_bivariate_copula_plackett Generates a matrix of pseudorandom numbers from a bivariate Plackett copula |
g05rhc
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9 | nag_rand_copula_clayton Generates a matrix of pseudorandom numbers from a multivariate Clayton/Cook–Johnson copula |
g05rjc
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9 | nag_rand_copula_frank Generates a matrix of pseudorandom numbers from a multivariate Frank copula |
g05rkc
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9 | nag_rand_copula_gumbel Generates a matrix of pseudorandom numbers from a Gumbel–Hougaard copula |
g05ryc
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9 | nag_rand_matrix_multi_students_t Generates a matrix of pseudorandom numbers from a multivariate Student's -distribution |
g05rzc
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9 | nag_rand_matrix_multi_normal Generates a matrix of pseudorandom numbers from a multivariate Normal distribution |
g05sac
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9 | nag_rand_basic Generates a vector of pseudorandom numbers from a uniform distribution over |
g05sbc
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9 | nag_rand_beta Generates a vector of pseudorandom numbers from a beta distribution |
g05scc
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9 | nag_rand_cauchy Generates a vector of pseudorandom numbers from a Cauchy distribution |
g05sdc
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9 | nag_rand_chi_sq Generates a vector of pseudorandom numbers from a distribution |
g05sec
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9 | nag_rand_dirichlet Generates a vector of pseudorandom numbers from a Dirichlet distribution |
g05sfc
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9 | nag_rand_exp Generates a vector of pseudorandom numbers from an exponential distribution |
g05sgc
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9 | nag_rand_exp_mix Generates a vector of pseudorandom numbers from an exponential mix distribution |
g05shc
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9 | nag_rand_f Generates a vector of pseudorandom numbers from an -distribution |
g05sjc
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9 | nag_rand_gamma Generates a vector of pseudorandom numbers from a gamma distribution |
g05skc
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9 | nag_rand_normal Generates a vector of pseudorandom numbers from a Normal distribution |
g05slc
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9 | nag_rand_logistic Generates a vector of pseudorandom numbers from a logistic distribution |
g05smc
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9 | nag_rand_lognormal Generates a vector of pseudorandom numbers from a log-normal distribution |
g05snc
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9 | nag_rand_students_t Generates a vector of pseudorandom numbers from a Student's -distribution |
g05spc
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9 | nag_rand_triangular Generates a vector of pseudorandom numbers from a triangular distribution |
g05sqc
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9 | nag_rand_uniform Generates a vector of pseudorandom numbers from a uniform distribution over |
g05src
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9 | nag_rand_von_mises Generates a vector of pseudorandom numbers from a von Mises distribution |
g05ssc
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9 | nag_rand_weibull Generates a vector of pseudorandom numbers from a Weibull distribution |
g05tac
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9 | nag_rand_binomial Generates a vector of pseudorandom integers from a binomial distribution |
g05tbc
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9 | nag_rand_logical Generates a vector of pseudorandom logical values |
g05tcc
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9 | nag_rand_geom Generates a vector of pseudorandom integers from a geometric distribution |
g05tdc
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9 | nag_rand_gen_discrete Generates a vector of pseudorandom integers from a general discrete distribution |
g05tec
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9 | nag_rand_hypergeometric Generates a vector of pseudorandom integers from a hypergeometric distribution |
g05tfc
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9 | nag_rand_logarithmic Generates a vector of pseudorandom integers from a logarithmic distribution |
g05tgc
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9 | nag_rand_gen_multinomial Generates a vector of pseudorandom integers from a multinomial distribution |
g05thc
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9 | nag_rand_neg_bin Generates a vector of pseudorandom integers from a negative binomial distribution |
g05tjc
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9 | nag_rand_poisson Generates a vector of pseudorandom integers from a Poisson distribution |
g05tkc
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9 | nag_rand_compd_poisson Generates a vector of pseudorandom integers from a Poisson distribution with varying mean |
g05tlc
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9 | nag_rand_discrete_uniform Generates a vector of pseudorandom integers from a uniform distribution |
g05xac
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24 | nag_rand_bb_init Initializes the Brownian bridge generator |
g05xbc
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24 | nag_rand_bb Generate paths for a free or non-free Wiener process using the Brownian bridge algorithm |
g05xcc
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24 | nag_rand_bb_inc_init Initializes the generator which backs out the increments of sample paths generated by a Brownian bridge algorithm |
g05xdc
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24 | nag_rand_bb_inc Backs out the increments from sample paths generated by a Brownian bridge algorithm |
g05xec
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24 | nag_rand_bb_make_bridge_order Creates a Brownian bridge construction order out of a set of input times |
g05yjc
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9 | nag_quasi_rand_normal Generates a Normal quasi-random number sequence |
g05ykc
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9 | nag_quasi_rand_lognormal Generates a log-normal quasi-random number sequence |
g05ylc | 9 | nag_quasi_init Initializes a quasi-random number generator |
g05ymc
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9 | nag_quasi_rand_uniform Generates a uniform quasi-random number sequence |
g05ync
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9 | nag_quasi_init_scrambled Initializes a scrambled quasi-random number generator |
g05zmc
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24 | nag_rand_field_1d_user_setup Setup for simulating one-dimensional random fields, user-defined variogram |
g05znc
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24 | nag_rand_field_1d_predef_setup Setup for simulating one-dimensional random fields |
g05zpc
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24 | nag_rand_field_1d_generate Generates realizations of a one-dimensional random field |
g05zqc
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24 | nag_rand_field_2d_user_setup Setup for simulating two-dimensional random fields, user-defined variogram |
g05zrc
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24 | nag_rand_field_2d_predef_setup Setup for simulating two-dimensional random fields, preset variogram |
g05zsc
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24 | nag_rand_field_2d_generate Generates realizations of a two-dimensional random field |
g05ztc
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24 | nag_rand_field_fracbm_generate Generates realizations of fractional Brownian motion |