Random Number Generation Functions

%ran(x)

Random Normal draw

%ranbeta(a,b)

Random beta draw

%ranbranch(P)

Random selection of a branch

%ranchisqr(n,k)

Random Chi-squared draw

%rancombo(n,k)

Random combination

%randirichlet(c)

Random draw from Dirichlet distribution

%ranflip(p)

Random 0/1 draw from Bernoulli

%rangamma(r)

Random gammas

%rangrid(Vx,Vf)

Random draw from distribution approximated by grid

%raninteger(l,u)

Random integer

%ranlogkernel()

Log kernel density from most recent random draw

%ranlognormal(mean,sd)

Random log Normal with given mean and standard deviation

%ranmat(M,N)

Rectangular of random normal draws

%ranmvkron(S,X)

Draw from multivariate Normal regression

%ranmvkroncmom(C,H,P,M)

Draw from MV Normal regression, CMOM variant

%ranmvnormal(F)

Random multivariate normal draw

%ranmvpost(p1,m1,p2,m2)

Random draw from multivariate normal posterior

%ranmvpostcmom(C,h,P,M)

Multivariate normal posterior draw, CMOM variant

%ranmvposthb(H,Hb)

Multivariate normal posterior draw using precision

%ranmvt(f,nu)

Returns a random draw from a multivariate t distribution.

%ranpermute(n)

Random permutation

%ransign()

Random sign (equal probability +/-1 )

%ransphere(n)

Random draw on unit sphere

%ransvksc(u,mean,var)

Random draw from stochastic volatility posterior

%rant(d)

Random draw from Student t distribution

%ranTruncate(mu,sig,low,up)

Random draws from truncated Normal.

%ranwishart(n,r)

Random Wishart matrix

%ranwishartf(F,r)

Random Wishart given a covariance matrix

%ranwisharti(F,r)

Random inverse Wishart matrix

%uniform(lower,upper)

Random draw from a uniform distribution