### Random Number Generator - Library

##### Synoposis - Available functions

**Description**

##### rnd_Sobol

Description : Generates Sobol low discrepancy sequence. Dimensions upto 1111 are valid.

**Input parameters**

Input variable | Example | Description |
---|---|---|

d | 5 | Number of dimensions |

n | 100 | Number of Sobol points |

##### rnd_Faure

Description : Generates Faure low discrepancy sequence.

**Input parameters**

Input variable | Example | Description |
---|---|---|

d | 5 | Number of dimensions |

n | 100 | Number of Faure points |

##### rnd_Halton

Description : Generates Halton low discrepancy sequence.

**Input parameters**

Input variable | Example | Description |
---|---|---|

d | 5 | Number of dimensions |

n | 100 | Number of Halton points |

##### rnd_MoroNormSinInv

Description : Performs Moro's inversion on the input random number (0,1). Useful in converting a random number into a standard normal varable.

**Input parameters**

Input variable | Example | Description |
---|---|---|

rndNumber | 0.5 | Input random variable |

##### rnd_NormalRNs

Description : Generates normally distributed random variables. Uses Sobol sequence and Moro's inversion for series generation.

**Input parameters**

Input variable | Example | Description |
---|---|---|

d | 5 | Number of dimensions |

n | 100 | Number of random variables |

##### rnd_LogNormalRNs

Description : Generates lognormally distributed random variables. Uses Sobol sequence and Moro's inversion for series generation.

**Input parameters**

Input variable | Example | Description |
---|---|---|

d | 5 | Number of dimensions |

n | 100 | Number of random variables |

##### Requirements

- RandomNumberGenerator.xll
- param.txt should be copied in the same folder as RandomNumberGenerator.xll