octave_random_test

octave_random_test, an Octave code which uses random number generators (RNG).

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

octave_random_test is available in a C version and a C++ version and a Fortran90 version and a MATLAB version and an Octave version and a Python version.

Related Data and Programs:

asa183, an Octave code which implements a pseudorandom number generator, by Wichman and Hill. This is a MATLAB version of Applied Statistics Algorithm 183.

normal, an Octave code which computes elements of a sequence of pseudorandom normally distributed values.

random_sorted, an Octave code which generates vectors of random values which are already sorted.

ranlib, an Octave code which produces random samples from Probability Density Functions (PDF's), including Beta, Chi-square Exponential, F, Gamma, Multivariate normal, Noncentral chi-square, Noncentral F, Univariate normal, random permutations, Real uniform, Binomial, Negative Binomial, Multinomial, Poisson and Integer uniform, by Barry Brown and James Lovato.

rnglib, an Octave code which implements a random number generator (RNG) with splitting facilities, allowing multiple independent streams to be computed, by L'Ecuyer and Cote.

uniform, an Octave code which computes elements of a uniform pseudorandom sequence.

Source Code:

• matlab_random_test.m, calls all the tests.
• matlab_random_test.sh, runs all the tests.
• matlab_random_test.txt, the output file.

• rand_test.m, uses the rand() function to generate uniform random numbers.
• randi_test.m, uses the randi() function to generate uniform random integers.
• randn_test.m, uses the randn() function to generate normal random numbers.
• rng_test.m, uses the rng() function to initialize and manipulate the state of the RAND, RANDI, and RANDN random number generators.