Library of random number generators for beta, chi-square, exponential, F, gamma, multivariate normal, noncentral chi-square, noncentral F, univariate normal, uniform, binomial, negative binomial, multinomial, and Poisson distributions. Also generates random permutations of an integer array. (Written by B. Brown, J. Lovato, and K. Russell.). Classes : L6a . Generate pseudo-random numbers from univariate distributions L6b . Generate pseudo-random numbers from multivariate distributions C1 . Integer-valued functions (e.g., factorial, binomial coefficient, permutations, combinations, floor, ceiling) Type : Fortran software in RANDOM collection. Access : Some uses prohibited. Portable. Precision: Single. Note : Source is provided as a Unix uuencoded gzipped tar file. Documentation is included. Details : Source Sites : (1) NETLIB
NETLIB: Public access repository, The University of Tennessee at Knoxville and Bell Laboratories Precision: Single. Note : Source is provided as a Unix uuencoded gzipped tar file. Documentation is included. You may access components from NETLIB outside GAMS as follows. Source : Anonymous FTP from ftp.netlib.org in random/ranlib.f.tar.gz
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