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#d optgen_text \__newline__ The optional parameter \exmp{g} may be used to \
\__newline__ specify the underlying random number generator. See the \
\__newline__ documentation for the \sfun{rand_new} function for more information.
#d optparm_text \optgen_text \
\__newline__ The \exmp{num} parameter indicates that \exmp{num} random values are to \
\__newline__ be generated and returned as an array.
\function{rand_exp}
\synopsis{Generate exponentially distributed random numbers}
\usage{X = rand_exp([Rand_Type g,] beta [,num])}
\description
This function generates random numbers that are distributed according
to an exponential distribution with parameter beta > 0. The
distribution's probability density is given by
#v+
P(x,beta) = (1/beta) exp(-x/beta)
#v-
\optparm_text
\notes
The exponential generator is commonly used to simulate waiting times
between events.
\seealso{rand_new, rand_uniform}
\done
\function{rand_int}
\synopsis{Generate random integers}
\usage{X = rand_int ([Rand_Type g,] imin, imax [,num])}
\description
This function may be used to generate a random integer \exmp{X} such
that \exmp{imin <= X <= imax}.
\optparm_text
\seealso{rand_uniform, rand, rand_new}
\done
\function{rand_tdist}
\synopsis{Generate random numbers from the Student t distribution}
\usage{X = rand_tdist ([Rand_Type g,] nu [,num])}
\description
This function generates random numbers that are distributed according
to the Student-t distribution with nu>0.0 degrees of freedom.
\optparm_text
\seealso{rand_uniform, rand_new, rand_chisq, rand_fdist}
\done
\function{rand_fdist}
\synopsis{Generate random numbers from the F distribution}
\usage{X = rand_fdist ([Rand_Type g,], nu1, nu2 [,num])}
\description
This function generates random numbers that are distributed according
to the F-distribution, which is the ratio of two chi-squared
distributed variates whose degrees of freedom are given by
\exmp{nu1} (numerator) and \exmp{nu2} (denominator).
\optparm_text
\seealso{rand_uniform, rand_chisq, rand_tdist, rand_gauss, rand_new}
\done
\function{rand_chisq}
\synopsis{Generate Chi-Square distributed random numbers}
\usage{X = rand_fdist ([Rand_Type g,] nu, [,num])}
\description
This function generates random numbers that are distributed according
to the Chi-squared distribution with \exmp{nu > 0} degrees of freedom.
\optparm_text
\seealso{rand_uniform, rand_fdist, rand_tdist, rand_gauss, rand_new}
\done
\function{rand_flat}
\synopsis{Generate uniformly distributed random numbers}
\usage{X = rand_fdist ([Rand_Type g,] xmin, xmax [,num])}
\description
This function generates random double-precision floating point
numbers that are uniformly distributed in the range
\exmp{xmin<=X<xmax}.
\optparm_text
\seealso{rand_uniform, rand_uniform_pos, rand_int, rand, rand_new}
\done
\function{rand_gamma}
\synopsis{Generate Gamma distributed random numbers}
\usage{X = rand_gamma ([Rand_Type g,], k, theta [,num])}
\description
This function returns random deviates that are Gamma-distributed
according to the probability density
#v+
P(x; k,theta) = x^(k-1)*exp(-x/theta)/(theta^k * Gamma(k))
#v-
where \exmp{k,theta>0.0}.
\optparm_text
\seealso{rand_beta, rand_uniform, rand_binomial, rand_new}
\done
\function{rand_binomial}
\synopsis{Generate random numbers from the binomial distribution}
\usage{X = rand_binomial ([Rand_Type g,], p, n, [,num])}
\description
This function generates binomial distributed random numbers
according to the probability density
#v+
P(x;p,n) = n!/(k!*(n-k)!) * p^k * (1-p)^(n-k)
#v-
where \exmp{n} is a non-negative integer and \exmp{0<=p<=1}.
\optparm_text
\seealso{rand_gamma, rand_poisson, rand_uniform, rand_new}
\done
\function{rand_poisson}
\synopsis{Generate Poisson distributed random numbers}
\usage{k = rand_poisson ([Rand_Type g,] mu [,num])}
\description
This function generates random unsigned integers that are
poisson-distributed according to the probability distribution
#v+
P(k;mu) = mu^k/k! * exp(-mu)
#v-
where \exmp{mu>0.0}.
\optparm_text
\seealso{rand_gauss, rand_uniform, rand_binomial, rand_new}
\done
\function{rand_geometric}
\synopsis{Generate random numbers from the geometric distribution}
\usage{k = rand_geometric ([Rand_Type g,] p [,num])}
\description
This function generates random numbers that are distributed
according to a geometric distribution with a probability density
#v+
P(k; p) = p*(1-p)^(k-1)
#v-
where \exmp{0<=p<=1}
\optparm_text
\seealso{rand_poisson, rand_exp, rand_gauss, rand_uniform, rand_new}
\done
\function{rand_cauchy}
\synopsis{Generate random numbers from the Cauchy distribution}
\usage{X = rand_cauchy ([Rand_Type g,] gamma [,num])}
\description
This function generates random numbers that are distributed
according to a cauchy-distribution with a probability density
#v+
P(x; gamma) = 1/(PI*gamma)/(1+(x/gamma)^2)
#v-
where \exmp{gamma>=0.0}.
\optparm_text
\seealso{rand_gauss, rand_poisson, rand_exp, rand_new}
\done
\function{rand_beta}
\synopsis{Generate random numbers from the beta distribution}
\usage{X = rand_fdist ([Rand_Type g,] a, b [,num])}
\description
This function generates random numbers that are distributed
according to a Beta-distribution with a probability density
#v+
P(x; a,b) = x^(a-1)*(1-x)^(b-1)/B(a,b)
#v-
where \exmp{a, b > 0}.
\seealso{rand_gamma, rand_binomial, rand_chisq}
\done
\function{rand_gauss}
\synopsis{Generate gaussian-distributed random numbers}
\usage{X = rand_gauss ([Rand_Type g,] sigma [,num])}
\description
This function generates gaussian random numbers with the specified
sigma and mean of 0 according to the probability density
#v+
P(x; sigma) = 1/sqrt(2*PI*sigma^2) * exp(-0.5*x^2/sigma^2)
#v-
\optparm_text
\notes
This implementation utilizes the Box-Muller algorithm.
\seealso{rand_uniform, rand_poisson, rand_chisq, rand_gauss, rand_new}
\done
\function{rand}
\synopsis{Generate random unsigned integers}
\usage{X = rand ([Rand_Type g,] [,num])}
\description
This function generates unsigned 32 bit randomly distributed
integers on the closed interval 0<=X<=0xFFFFFFFFUL.
\optparm_text
\seealso{rand_new, rand_int, rand_uniform, rand_flat}
\done
\function{rand_uniform_pos}
\synopsis{Generate uniform positive random numbers}
\usage{X = rand_uniform_pos ([Rand_Type] [num])}
\description
This function generates uniformly distributed random numbers in open
interval \exmp{0<X<1}.
\optparm_text
\seealso{rand_uniform, rand_new}
\done
\function{rand_uniform}
\synopsis{Generate uniform random numbers}
\usage{X = rand_uniform ([Rand_Type g] [num])}
\description
This function generates uniformly distributed double precision
numbers on the semi-closed interval \exmp{0<=r<1}.
\optparm_text
\seealso{rand_uniform_pos, rand_int, rand_flat, rand_new}
\done
\function{srand}
\synopsis{Seed the random number generator}
\usage{srand ([Rand_Type g,] Array_Type seeds)}
\description
This function may be used to seed an instance of a rand number
generator using the values of an array of an unsigned long integers.
If a generator (created by \ifun{rand_new}) is specified as the first
argument, then is will be seeded; otherwise, the seeds will
get applied to the default generator.
\optparm_text
\example
#v+
gen = rand_new ();
srand (gen, [_time(), _pid(), 0xFF80743]);
#v-
\seealso{rand_new, rand, rand_uniform}
\done
\function{rand_new}
\synopsis{Instantiate a new random number generator}
\usage{Rand_Type rand_new ([array-of-seeds])}
\description
This function creates a new instance of the basic random number
generator. An optional array of 32 bit unsigned integers may be used
to seed the generator. By default, the generator is seeding using
the current time and process id. The \ifun{srand} function may also
be used to seed the generator. The generator created by the
\ifun{rand_new} function may be passed as the first argument to most
of the other functions in the module to indicate that this instance
should be used as the basic generator.
\example
The following example shows how to create an array of 512 uniform
random numbers derived from the default instance of the basic
generator:
#v+
x = rand_uniform (512);
#v-
A specific instance of the generator may be created using the
\ifun{rand_new} function and used by \ifun{rand_uniform} as follows:
#v+
g = rand_new ([0x1234, 0x5678912, 0xEFAB1234]);
x = rand_uniform (g, 512);
#v-
\notes
The generator is a hybrid one that sums the results of 3 separate
generators: George Marsaglia's MZRAN13 generator, a multiply with
carry generator (also by Marsaglia), and a product generator. The
combined generator has a 192 bit state and a period exceeding 10^46.
The resulting random sequences were tested using version 2.24.4 of
the dieharder random number testing program. The tests showed that
this generator performed better than the famous Marsenne
Twister (\exmp{mt19937}) both in terms of randomness and speed. More
information about the test results may be found at
\url{http://www.jedsoft.org/slang/modules/rand.html}.
The \exmp{mt19937} generator is separately available via the GSL
module.
\seealso{srand, rand_int, rand_uniform}
\done
\function{rand_sample}
\synopsis{Randomly sample from one or more arrays}
\usage{(b1 [,b2,...]) = rand_sample ([Rand_Type g,] a1 [,a2,...], num);}
\description
This function may be used to randomly sample \exmp{num} elements from
one or more arrays (\exmp{a1,...}). The arrays must be consistent in
the sense that they must have the same leading dimension, which is
the one to be sampled.
The optional first argument may be used to specify a different
instance of a random number generator. Otherwise, the default
generator will be used.
\example
Suppose A is a 1-d array with 20 elements, and B is a 2d array with
dimensions [20,30]. Then
#v+
(A1, B1) = rand_sample (A, B, 5);
#v-
will produce a 1d array A1 with 5 elements and a 2d array B1 with
dimensions [5,30].
\notes
The indices used to sample the arrays are created using the first
\exmp{num} elements of a random permutation of the integers
\exmp{[0:dim0-1]} where \exmp{dim0} is the size of the leading
dimension. The same set of indices are used for all the arrays.
Hence any correspondence between \exmp{a0[i,..]} and \exmp{a1[i,...}
will be preserved in the samples.
\seealso{rand_permutation, rand_new}
\done
\function{rand_permutation}
\synopsis{Generate a random permutation of integers}
\usage{p = rand_permutation ([Rand_Type g,] Int_Type n)}
\description
This function may be used to generate a random permutation of the
sequence of integers \exmp{0,1,..,n-1}.
\optgen_text
\seealso{rand_sample}
\done
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