g05 - Random Number Generators

Chapter Introduction
g05cac	nag_random_continuous_uniform Pseudo-random real number, uniform distribution over (0,1)
g05cbc	nag_random_init_repeatable Initialise random number generating functions to give repeatable sequence
g05ccc	nag_random_init_nonrepeatable Initialise random number generating functions to give non-repeatable sequence
g05cfc	nag_save_random_state Save state of random number generating functions
g05cgc	nag_restore_random_state Restore state of random number generating functions
g05dac	nag_random_continuous_uniform_ab Pseudo-random real number, uniform distribution over (a,b)
g05dbc	nag_random_exp Pseudo-random real number, (negative) exponential distribution
g05ddc	nag_random_normal Pseudo-random real number, Normal distribution
g05dyc	nag_random_discrete_uniform Pseudo-random integer from uniform distribution
g05eac	nag_ref_vec_multi_normal Set up reference vector for multivariate Normal distribution
g05ecc	nag_ref_vec_poisson Set up reference vector for generating pseudo-random integers, Poisson distribution
g05edc	nag_ref_vec_binomial Set up reference vector for generating pseudo-random integers, binomial distribution
g05ehc	nag_ran_permut_vec Pseudo-random permutation of a vector of integers
g05ejc	nag_ran_sample_vec Pseudo-random sample without replacement from an integer vector
g05exc	nag_ref_vec_discrete_pdf_cdf Set up reference vector from supplied cumulative distribution function or probability distribution function
g05eyc	nag_return_discrete Pseudo-random integer from reference vector
g05ezc	nag_return_multi_normal Pseudo-random multivariate Normal vector from reference vector
g05fec	nag_random_beta Pseudo-random real numbers from the beta distribution
g05ffc	nag_random_gamma Pseudo-random real numbers from the gamma distribution
g05hac	nag_arma_time_series ARMA time series of n terms
g05hkc	nag_generate_agarchI Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form (epsilont-1 + gamma)2
g05hlc	nag_generate_agarchII Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|epsilont-1| + gamma epsilont-1)2
g05hmc	nag_generate_garchGJR Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process