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Libgretl Reference Manual | |
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randomrandom — |
void gretl_rand_set_seed (unsigned int seed); double gretl_one_snormal (void); void gretl_uniform_dist (double *a, int t1, int t2); int gretl_uniform_dist_minmax (double *a, int t1, int t2, double min, double max); void gretl_normal_dist (double *a, int t1, int t2); int gretl_normal_dist_with_params (double *a, int t1, int t2, double mean, double sd); int gretl_chisq_dist (double *a, int t1, int t2, int v); int gretl_t_dist (double *a, int t1, int t2, int v); int gretl_binomial_dist (double *a, int t1, int t2, int n, double p); void gretl_poisson_dist (double *a, int t1, int t2, double *m, int vec); unsigned int gretl_rand_int_max (unsigned int max); unsigned int gretl_rand_int (void); void gretl_rand_init (void); void gretl_rand_free (void); unsigned int get_gretl_random_seed (void);
void gretl_rand_set_seed (unsigned int seed);
Set a specific (and hence reproducible) seed for gretl's PRNG.
But if the value 0 is given for seed, set the seed using
the system time (which is the default when libgretl is
initialized).
seed : |
the chosen seed value. |
void gretl_uniform_dist (double *a,
int t1,
int t2);
Fill the selected range of array a with pseudo-random drawings
from the uniform distribution on 0-1, using the Mersenne
Twister.
a : |
target array |
t1 : |
start of the fill range |
t2 : |
end of the fill range |
int gretl_uniform_dist_minmax (double *a,
int t1,
int t2,
double min,
double max);
Fill the selected subset of array a with pseudo-random drawings
from the uniform distribution on min to max, using the Mersenne
Twister.
a : |
target array. |
t1 : |
start of the fill range. |
t2 : |
end of the fill range. |
min : |
lower bound of range. |
max : |
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| Returns : | 0 on success, 1 on invalid input. |
void gretl_normal_dist (double *a,
int t1,
int t2);
Fill the selected range of array a with pseudo-random drawings
from the standard normal distribution, using the Mersenne Twister
for uniform input and the Box-Muller method for converting to the
normal distribution.
a : |
target array |
t1 : |
start of the fill range |
t2 : |
end of the fill range |
int gretl_normal_dist_with_params (double *a,
int t1,
int t2,
double mean,
double sd);
Fill the selected range of array a with pseudo-random drawings
from the normal distribution with the given mean and standard
deviation, using the Mersenne Twister for uniform input and the
Box-Muller method for converting to the normal distribution.
a : |
target array |
t1 : |
start of the fill range |
t2 : |
end of the fill range |
mean : |
mean of the distribution |
sd : |
standard deviation |
| Returns : | 0 on success, 1 on invalid input. |
int gretl_chisq_dist (double *a,
int t1,
int t2,
int v);
Fill the selected range of array a with pseudo-random drawings
from the Chi-Squared distribution with v degrees of freedom,
using the Mersenne Twister for uniform input and the Box-Muller
method for converting to the normal distribution.
a : |
target array. |
t1 : |
start of the fill range. |
t2 : |
end of the fill range. |
v : |
degrees of freedom. |
| Returns : | 0 on success, non-zero on error. |
int gretl_t_dist (double *a,
int t1,
int t2,
int v);
Fill the selected range of array a with pseudo-random drawings
from the Student t distribution with v degrees of freedom,
using the Mersenne Twister for uniform input and the Box-Muller
method for converting to the normal distribution.
a : |
target array. |
t1 : |
start of the fill range. |
t2 : |
end of the fill range. |
v : |
degrees of freedom. |
| Returns : | 0 on success, non-zero on error. |
int gretl_binomial_dist (double *a,
int t1,
int t2,
int n,
double p);
Fill the selected range of array a with pseudo-random drawings
from the binomial distribution with parameters n and p.
a : |
target array. |
t1 : |
start of the fill range. |
t2 : |
end of the fill range. |
n : |
number of trials. |
p : |
success probability per trial. |
| Returns : | 0 on success, non-zero on error. |
void gretl_poisson_dist (double *a,
int t1,
int t2,
double *m,
int vec);
Fill the selected range of array a with pseudo-random drawings
from the Poisson distribution with a mean determined by
m, which can either be a pointer to a scalar, or an array
of length greater than or equal to t2 + 1.
a : |
target array. |
t1 : |
start of the fill range. |
t2 : |
end of the fill range. |
m : |
mean (see below). |
vec : |
should be 1 if m is an array, else 0.
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unsigned int gretl_rand_int_max (unsigned int max);
max : |
the maximum value (open) |
| Returns : | a pseudo-random unsigned int in the interval [0, max)
using the Mersenne Twister.
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unsigned int gretl_rand_int (void);
| Returns : | a pseudo-random unsigned int on the interval [0,0xffffffff] using the Mersenne Twister. |
void gretl_rand_init (void);
Initialize gretl's PRNG, using the system time as seed.
void gretl_rand_free (void);
Free the gretl_rand structure (may be called at program exit).
| << Random numbers and probability distributions | pvalues >> |