The RANDFUN function is part of the IMLMLIB library. The RANDFUN function is a convenient interface to the RANDGEN subroutine. If N is a positive integer, the function returns an N
column vector of random numbers that are drawn from the Distribution family with the specified parameters. If N is a vector that contains a pair of integers, the function returns an N[1]
N[2] matrix of random numbers.
For simulation studies that generate matrices of random numbers within a DO loop, it is more efficient to use the RANDGEN subroutine.
The following example simulates data from three distributions:
-
the Bernoulli distribution with probability
-
the uniform distribution on the interval
-
the normal distribution with mean 5 and standard deviation 2
call randseed(123);
b = randfun({4 2}, "Bernoulli", 0.5); /* 4 rows, 2 cols */
u = randfun(4, "Uniform");
x = randfun(4, "Normal", 5, 2);
print b u x;
Figure 24.297: Random Samples from Three Distributions
| b | u | x | |
|---|---|---|---|
| 0 | 1 | 0.056701 | 4.956251 |
| 1 | 1 | 0.0798305 | 5.8587927 |
| 1 | 1 | 0.9233735 | 5.9284455 |
| 1 | 1 | 0.2258509 | 6.2806841 |