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