| Chapter Introduction | |
| G05CAF * | Pseudo-random real numbers, uniform distribution over (0,1) |
| G05CBF * | Initialise random number generating routines to give repeatable sequence |
| G05CCF * | Initialise random number generating routines to give non-repeatable sequence |
| G05CFF * | Save state of random number generating routines |
| G05CGF * | Restore state of random number generating routines |
| G05DAF * | Pseudo-random real numbers, uniform distribution over (a,b) |
| G05DBF * | Pseudo-random real numbers, (negative) exponential distribution |
| G05DCF * | Pseudo-random real numbers, logistic distribution |
| G05DDF * | Pseudo-random real numbers, Normal distribution |
| G05DEF * | Pseudo-random real numbers, log-normal distribution |
| G05DFF * | Pseudo-random real numbers, Cauchy distribution |
| G05DHF * | Pseudo-random real numbers, χ2 distribution |
| G05DJF * | Pseudo-random real numbers, Student's t-distribution |
| G05DKF * | Pseudo-random real numbers, F-distribution |
| G05DPF * | Pseudo-random real numbers, Weibull distribution |
| G05DRF * | Pseudo-random integer, Poisson distribution |
| G05DYF * | Pseudo-random integer from uniform distribution |
| G05DZF * | Pseudo-random logical (boolean) value |
| G05EAF * | Set up reference vector for multivariate Normal distribution |
| G05EBF * | Set up reference vector for generating pseudo-random integers, uniform distribution |
| G05ECF * | Set up reference vector for generating pseudo-random integers, Poisson distribution |
| G05EDF * | Set up reference vector for generating pseudo-random integers, binomial distribution |
| G05EEF * | Set up reference vector for generating pseudo-random integers, negative binomial distribution |
| G05EFF * | Set up reference vector for generating pseudo-random integers, hypergeometric distribution |
| G05EGF * | Set up reference vector for univariate ARMA time series model |
| G05EHF * | Pseudo-random permutation of an integer vector |
| G05EJF * | Pseudo-random sample from an integer vector |
| G05EWF * | Generate next term from reference vector for ARMA time series model |
| G05EXF * | Set up reference vector from supplied cumulative distribution function or probability distribution function |
| G05EYF * | Pseudo-random integer from reference vector |
| G05EZF * | Pseudo-random multivariate Normal vector from reference vector |
| G05FAF * | Generates a vector of random numbers from a uniform distribution |
| G05FBF * | Generates a vector of random numbers from an (negative) exponential distribution |
| G05FDF * | Generates a vector of random numbers from a Normal distribution |
| G05FEF * | Generates a vector of pseudo-random numbers from a beta distribution |
| G05FFF * | Generates a vector of pseudo-random numbers from a gamma distribution |
| G05FSF * | Generates a vector of pseudo-random variates from von Mises distribution |
| G05GAF * | Computes a random orthogonal matrix |
| G05GBF * | Computes a random correlation matrix |
| G05HDF * | Generates a realisation of a multivariate time series from a VARMA model |
| G05HKF | 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 |
| G05HLF | Univariate time series, generate n terms of a GARCH process with asymmetry of the form (|εt-1| + γ εt-1)2 |
| G05HMF | Univariate time series, generate n terms of an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| G05HNF | Univariate time series, generate n terms of an exponential GARCH (EGARCH) process |
| G05KAF | Pseudo-random real numbers, uniform distribution over (0,1), seeds and generator number passed explicitly |
| G05KBF | Initialise seeds of a given generator for random number generating routines (that pass seeds expicitly) to give a repeatable sequence |
| G05KCF | Initialise seeds of a given generator for random number generating routines (that pass seeds expicitly) to give non-repeatable sequence |
| G05KEF | Pseudo-random logical (boolean) value, seeds and generator number passed explicitly |
| G05LAF | Generates a vector of random numbers from a Normal distribution, seeds and generator number passed explicitly |
| G05LBF | Generates a vector of random numbers from a Student's t-distribution, seeds and generator number passed explicitly |
| G05LCF | Generates a vector of random numbers from a χ2 distribution, seeds and generator number passed explicitly |
| G05LDF | Generates a vector of random numbers from an F-distribution, seeds and generator number passed explicitly |
| G05LEF | Generates a vector of random numbers from a beta distribution, seeds and generator number passed explicitly |
| G05LFF | Generates a vector of random numbers from a γ distribution, seeds and generator number passed explicitly |
| G05LGF | Generates a vector of random numbers from a uniform distribution, seeds and generator number passed explicitly |
| G05LHF | Generates a vector of random numbers from a triangular distribution, seeds and generator number passed explicitly |
| G05LJF | Generates a vector of random numbers from an exponential distribution, seeds and generator number passed explicitly |
| G05LKF | Generates a vector of random numbers from a lognormal distribution, seeds and generator number passed explicitly |
| G05LLF | Generates a vector of random numbers from a Cauchy distribution, seeds and generator number passed explicitly |
| G05LMF | Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly |
| G05LNF | Generates a vector of random numbers from a logistic distribution, seeds and generator number passed explicitly |
| G05LPF | Generates a vector of random numbers from a Von Mises distribution, seeds and generator number passed explicitly |
| G05LQF | Generates a vector of random numbers from an exponential mixture distribution, seeds and generator number passed explicitly |
| G05LZF | Generates a vector of random numbers from a multivariate Normal distribution, seeds and generator number passed explicitly |
| G05MAF | Generates a vector of random integers from a uniform distribution, seeds and generator number passed explicitly |
| G05MBF | Generates a vector of random integers from a geometric distribution, seeds and generator number passed explicitly |
| G05MCF | Generates a vector of random integers from a negative binomial distribution, seeds and generator number passed explicitly |
| G05MDF | Generates a vector of random integers from a logarithmic distribution, seeds and generator number passed explicitly |
| G05MEF | Generates a vector of random integers from a Poisson distribution with varying mean, seeds and generator number passed explicitly |
| G05MJF | Generates a vector of random integers from a binomial distribution, seeds and generator number passed explicitly |
| G05MKF | Generates a vector of random integers from a Poisson distribution, seeds and generator number passed explicitly |
| G05MLF | Generates a vector of random integers from a hypergeometric distribution, seeds and generator number passed explicitly |
| G05MRF | Generates a vector of random integers from a multinomial distribution, seeds and generator number passed explicitly |
| G05MZF | Generates a vector of random integers from a general discrete distribution, seeds and generator number passed explicitly |
| G05NAF | Pseudo-random permutation of an integer vector |
| G05NBF | Pseudo-random sample from an integer vector |
| G05PAF | Generates a realisation of a time series from an ARMA model |
| G05PCF | Generates a realisation of a multivariate time series from a VARMA model |
| G05QAF | Computes a random orthogonal matrix |
| G05QBF | Computes a random correlation matrix |
| G05QDF | Generates a random table matrix |
| G05YAF | Multi-dimensional quasi-random number generator with a uniform probability distribution |
| G05YBF | Multi-dimensional quasi-random number generator with a Gaussian or log-normal probability distribution |
| G05ZAF | Selects either the basic generator or the Wichmann–Hill generator for those routines using internal communication |