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IMSL Routines for Random Number Generation

IMSL Routines for Random Number Generation

Random Numbers


IMSL_CONT_TABLE: Sets up table to generate pseudorandom numbers from a general continuous distribution.

IMSL_DISCR_TABLE: Sets up table to generate pseudorandom numbers from a general discrete distribution.

IMSL_RAND_FROM_DATA: Generates pseudorandom numbers from a multivariate distribution determined from a given sample.

IMSL_RAND_GEN_CONT: Generates pseudorandom numbers from a general continuous distribution.

IMSL_RAND_GEN_DISCR: Generates pseudorandom numbers from a general discrete distribution using an alias method or optionally a table lookup method.

IMSL_RAND_ORTH_MAT: Generates a pseudorandom orthogonal matrix or a correlation matrix.

IMSL_RAND_TABLE_2WAY: Generates a pseudorandom two-way table.

IMSL_RANDOM: Generates pseudorandom numbers.

IMSL_RANDOM_NPP: Generates pseudorandom numbers from a nonhomo-geneous Poisson process.

IMSL_RANDOM_ORDER: Generates pseudorandom order statistics from a uniform (0, 1) distribution, or optionally from a standard normal distribution.

IMSL_RANDOM_SAMPLE: Generates a simple pseudorandom sample from a finite population.

IMSL_RANDOMOPT: Retrieves uniform (0, 1) multiplicative, congruential pseudorandom-number generator.

IMSL_RANDOM_TABLE: Sets or retrieves the current table used in either the shuffled or GFSR random number generator.

Stochastic Processes


IMSL_RANDOM_ARMA: Generate pseudorandom IMSL_ARMA process numbers.

Low-discrepancy Sequences


IMSL_FAURE_INIT: Initializes the structure used for computing a shuffled Faure sequence.

IMSL_FAURE_NEXT_PT: Generates a shuffled Faure sequence.



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