GRAN5: Gauss procedure to generate heteroskedastic normal random numbers
Generation of heteroskedastic normal pseudo-random numbers using GAUSS (version 3.6 or later). Drawings from a Chi-square with nu degrees of freedom are done first. Standard normal random numbers are next generated, and then they are transformed to have variances equal to the values of the Chi-square deviates.
|Date of creation:||Mar 2007|
|Contact details of provider:|| Web page: http://www.ccm.itesm.mx/egap/|
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