NAG Toolbox |

- G05 Introduction
- g05hk – Univariate time series, generate n terms of either a symmetric GARCH process or a GARCH process with asymmetry of the form ( epsilon _t-1+ gamma )^2
- g05hl – Univariate time series, generate n terms of a GARCH process with asymmetry of the form (| epsilon _t-1|+ gamma epsilon _t-1)^2
- g05hm – Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
- g05hn – Univariate time series, generate n terms of an exponential GARCH (EGARCH) process
- g05ka – Pseudorandom real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly
- g05kb – Initialize seeds of a given generator for random number generating functions (that pass seeds explicitly) to give a repeatable sequence
- g05kc – Initialize seeds of a given generator for random number generating functions (that pass seeds expicitly) to give non-repeatable sequence
- g05ke – Pseudorandom logical (boolean) value, seeds and generator number passed explicitly
- g05kf – Initializes a pseudorandom number generator to give a repeatable sequence
- g05kg – Initializes a pseudorandom number generator to give a non-repeatable sequence
- g05kh – Primes a pseudorandom number generator for generating multiple streams using leap-frog
- g05kj – Primes a pseudorandom number generator for generating multiple streams using skip-ahead
- g05la – Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly
- g05lb – Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly
- g05lc – Generates a vector of random numbers from a chi ^2 distribution, seeds and generator number passed explicitly
- g05ld – Generates a vector of random numbers from an F-distribution, seeds and generator number passed explicitly
- g05le – Generates a vector of random numbers from a beta distribution, seeds and generator number passed explicitly
- g05lf – Generates a vector of random numbers from a gamma distribution, seeds and generator number passed explicitly
- g05lg – Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly
- g05lh – Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly
- g05lj – Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly
- g05lk – Generates a vector of random numbers from a log-normal distribution, seeds and generator number passed explicitly
- g05ll – Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly
- g05lm – Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly
- g05ln – Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly
- g05lp – Generates a vector of random numbers from a von Mises distribution, seeds and generator number passed explicitly
- g05lq – Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly
- g05lx – Generates a matrix of random numbers from a multivariate Student's t-distribution, seeds and generator passed explicitly
- g05ly – Generates a matrix of random numbers from a multivariate Normal distribution, seeds and generator passed explicitly
- g05lz – Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly
- g05ma – Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly
- g05mb – Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly
- g05mc – Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly
- g05md – Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly
- g05me – Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly
- g05mj – Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly
- g05mk – Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly
- g05ml – Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly
- g05mr – Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly
- g05mz – Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly
- g05na – Pseudorandom permutation of an integer vector
- g05nb – Pseudorandom sample from an integer vector
- g05nc – Pseudorandom permutation of an integer vector
- g05nd – Pseudorandom sample from an integer vector
- g05pa – Generates a realization of a time series from an ARMA model
- g05pc – Generates a realization of a multivariate time series from a VARMA model
- g05pd – Generates a realization of a time series from a GARCH process with asymmetry of the form ( epsilon _t-1+ gamma )^2
- g05pe – Generates a realization of a time series from a GARCH process with asymmetry of the form (| epsilon _t-1|+ gamma epsilon _t-1)^2
- g05pf – Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process
- g05pg – Generates a realization of a time series from an exponential GARCH (EGARCH) process
- g05ph – Generates a realization of a time series from an ARMA model
- g05pj – Generates a realization of a multivariate time series from a VARMA model
- g05pm – Generates a realization of a time series from an exponential smoothing model
- g05px – Generates a random orthogonal matrix
- g05py – Generates a random correlation matrix
- g05pz – Generates a random two-way table
- g05qa – Computes a random orthogonal matrix
- g05qb – Computes a random correlation matrix
- g05qd – Generates a random table matrix
- g05ra – Generates a matrix of random numbers from a Gaussian Copula, seeds and generator passed explicitly
- g05rb – Generates a matrix of random numbers from a Student's t-Copula, seeds and generator passed explicitly
- g05rc – Generates a matrix of pseudorandom numbers from a Student's t-Copula
- g05rd – Generates a matrix of pseudorandom numbers from a Gaussian Copula
- g05ry – Generates a matrix of pseudorandom numbers from a multivariate Student's t-distribution
- g05rz – Generates a matrix of pseudorandom numbers from a multivariate Normal distribution
- g05sa – Generates a vector of pseudorandom numbers from a uniform distribution over (01)
- g05sb – Generates a vector of pseudorandom numbers from a beta distribution
- g05sc – Generates a vector of pseudorandom numbers from a Cauchy distribution
- g05sd – Generates a vector of pseudorandom numbers from a chi ^2 distribution
- g05se – Generates a vector of pseudorandom numbers from a Dirichlet distribution
- g05sf – Generates a vector of pseudorandom numbers from an exponential distribution
- g05sg – Generates a vector of pseudorandom numbers from an exponential mix distribution
- g05sh – Generates a vector of pseudorandom numbers from an F-distribution
- g05sj – Generates a vector of pseudorandom numbers from a gamma distribution
- g05sk – Generates a vector of pseudorandom numbers from a Normal distribution
- g05sl – Generates a vector of pseudorandom numbers from a logistic distribution
- g05sm – Generates a vector of pseudorandom numbers from a log-normal distribution
- g05sn – Generates a vector of pseudorandom numbers from a Student's t-distribution
- g05sp – Generates a vector of pseudorandom numbers from a triangular distribution
- g05sq – Generates a vector of pseudorandom numbers from a uniform distribution over (ab)
- g05sr – Generates a vector of pseudorandom numbers from a von Mises distribution
- g05ss – Generates a vector of pseudorandom numbers from a Weibull distribution
- g05ta – Generates a vector of pseudorandom integers from a binomial distribution
- g05tb – Generates a vector of pseudorandom logical values
- g05tc – Generates a vector of pseudorandom integers from a geometric distribution
- g05td – Generates a vector of pseudorandom integers from a general discrete distribution
- g05te – Generates a vector of pseudorandom integers from a hypergeometric distribution
- g05tf – Generates a vector of pseudorandom integers from a logarithmic distribution
- g05tg – Generates a vector of pseudorandom integers from a multinomial distribution
- g05th – Generates a vector of pseudorandom integers from a negative binomial distribution
- g05tj – Generates a vector of pseudorandom integers from a Poisson distribution
- g05tk – Generates a vector of pseudorandom integers from a Poisson distribution with varying mean
- g05tl – Generates a vector of pseudorandom integers from a uniform distribution
- g05ya – Multi-dimensional quasi-random number generator with a uniform probability distribution
- g05yb – Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution
- g05yc – Initializes the Faure generator (g05yd/g05yj/g05yk)
- g05yd – Generates a sequence of quasi-random numbers using Faure's method
- g05ye – Initializes the Sobol generator (g05yf/g05yj/g05yk)
- g05yf – Generates a sequence of quasi-random numbers using Sobol's method
- g05yg – Initializes the Niederreiter generator (g05yh/g05yj/g05yk)
- g05yh – Generates a sequence of quasi-random numbers using Niederreiter's method
- g05yj – Generates a Normal quasi-random number sequence
- g05yk – Generates a log-normal quasi-random number sequence
- g05yl – Initializes a quasi-random number generator
- g05ym – Generates a uniform quasi-random number sequence
- g05yn – Initializes a scrambled quasi-random number generator

G04 |
G07 |