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*g**05* – Random Number Generators *g**05*ymc 1 *Purpose*

"... nag_quasi_rand_uniform (g05ymc) nag_quasi_rand_uniform (g05ymc) generates a uniformly distributed low-discrepancy sequence as proposed by Sobol, Faure or Niederreiter. It must be preceded by a call to one of the initialization routines nag_quasi_init (g05ylc) or nag_quasi_init_scrambled (g05ync). ..."

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nag_quasi_rand_uniform (

*g**05*ymc) nag_quasi_rand_uniform (*g**05*ymc) generates a uniformly distributed low-discrepancy sequence as proposed by Sobol, Faure or Niederreiter. It must be preceded by a call to one of the initialization routines nag_quasi_init (*g**05*ylc) or nag_quasi_init_scrambled (*g**05*ync).###
*g**05* – Random Number Generators *g**05*ykc 1 *Purpose*

"... nag_quasi_rand_lognormal (g05ykc) nag_quasi_rand_lognormal (g05ykc) generates a quasi-random sequence from a log-normal distribution. It must be preceeded by a call to one of the initialization functions nag_quasi_init (g05ylc) or nag_quasi_init_scrambled (g05ync). ..."

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nag_quasi_rand_lognormal (

*g**05*ykc) nag_quasi_rand_lognormal (*g**05*ykc) generates a quasi-random sequence from a log-normal distribution. It must be preceeded by a call to one of the initialization functions nag_quasi_init (*g**05*ylc) or nag_quasi_init_scrambled (*g**05*ync).###
*g**05* – Random Number Generators *g**05*mcc 1 *Purpose*

"... nag_rngs_neg_bin (g05mcc) nag_rngs_neg_bin (g05mcc) generates a vector of pseudorandom integers from the discrete negative binomial distribution with parameter m and probability p of success at a trial. ..."

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nag_rngs_neg_bin (

*g**05*mcc) nag_rngs_neg_bin (*g**05*mcc) generates a vector of pseudorandom integers from the discrete negative binomial distribution with parameter m and probability p of success at a trial.###
*g**05* – Random Number Generators *g**05*mlc 1 *Purpose*

"... nag_rngs_hypergeometric (g05mlc) nag_rngs_hypergeometric (g05mlc) generates a vector of pseudorandom integers from the discrete hypergeometric distribution of the number of specified items in a sample of size l, taken from a population of size n with m specified items in it. ..."

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nag_rngs_hypergeometric (

*g**05*mlc) nag_rngs_hypergeometric (*g**05*mlc) generates a vector of pseudorandom integers from the discrete hypergeometric distribution of the number of specified items in a sample of size l, taken from a population of size n with m specified items in it.###
*g**05* – Random Number Generators *g**05*rbc 1 *Purpose*

"... nag_rngs_copula_students_t (g05rbc) nag_rngs_copula_students_t (g05rbc) sets up a reference vector and generates an array of pseudorandom numbers from a Student’s t copula with degrees of freedom and covariance matrix 2 C. ..."

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nag_rngs_copula_students_t (

*g**05*rbc) nag_rngs_copula_students_t (*g**05*rbc) sets up a reference vector and generates an array of pseudorandom numbers from a Student’s t copula with degrees of freedom and covariance matrix 2 C.###
*g**05* – Random Number Generators *g**05*mzc 1 *Purpose*

"... nag_rngs_gen_discrete (g05mzc) nag_rngs_gen_discrete (g05mzc) generates a vector of pseudorandom integers from a discrete distribution with a given PDF (probability density function) or CDF (cumulative distribution function) p. ..."

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nag_rngs_gen_discrete (

*g**05*mzc) nag_rngs_gen_discrete (*g**05*mzc) generates a vector of pseudorandom integers from a discrete distribution with a given PDF (probability density function) or CDF (cumulative distribution function) p.###
*g**05* – Random Number Generators *g**05*edc 1 *Purpose*

"... nag_ref_vec_binomial (g05edc) nag_ref_vec_binomial (g05edc) sets up the reference vector r for a binomial distribution of the number of successes in n trials, each with probability of success p. ..."

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nag_ref_vec_binomial (

*g**05*edc) nag_ref_vec_binomial (*g**05*edc) sets up the reference vector r for a binomial distribution of the number of successes in n trials, each with probability of success p.###
*g**05* – Random Number Generators *g**05*rcc 1 *Purpose*

"... nag_rand_copula_students_t (g05rcc) nag_rand_copula_students_t (g05rcc) sets up a reference vector and generates an array of pseudorandom numbers from a Student’s t copula with degrees of freedom and covariance matrix 2 C. ..."

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nag_rand_copula_students_t (

*g**05*rcc) nag_rand_copula_students_t (*g**05*rcc) sets up a reference vector and generates an array of pseudorandom numbers from a Student’s t copula with degrees of freedom and covariance matrix 2 C.###
*g**05* – Random Number Generators *g**05*pac 1 *Purpose*

"... nag_rngs_arma_time_series (g05pac) nag_rngs_arma_time_series (g05pac) generates a realization of a univariate time series from an autoregressive moving average (ARMA) model. The realization may be continued or a new realization generated at subsequent calls to nag_rngs_arma_time_series (g05pac). ..."

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nag_rngs_arma_time_series (

*g**05*pac) nag_rngs_arma_time_series (*g**05*pac) generates a realization of a univariate time series from an autoregressive moving average (ARMA) model. The realization may be continued or a new realization generated at subsequent calls to nag_rngs_arma_time_series (*g**05*pac).###
*g**05* ± Random Number Generators *g**05*eac 1 *Purpose*

"... nag_ref_vec_multi_normal (g05eac) nag_ref_vec_multi_normal (g05eac) sets up a reference vector for a multivariate Normal distribution with mean vector a and variance-covariance matrix C, so that nag_ref_vec_multi_normal (g05eac) may be used to generate pseudo-random vectors. ..."

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nag_ref_vec_multi_normal (

*g**05*eac) nag_ref_vec_multi_normal (*g**05*eac) sets up a reference vector for a multivariate Normal distribution with mean vector a and variance-covariance matrix C, so that nag_ref_vec_multi_normal (*g**05*eac) may be used to generate pseudo-random vectors.