Lindo Systems

MODEL:
! Generate a series of Normal and T distributed
  random variables ;
 SETS:
  SERIES/1..15/: U, ZNORM, ZT;
 ENDSETS

! First uniform is arbitrary;
  U( 1) = @RAND( .1234);

! Generate the rest recursively;
  @FOR( SERIES( I)| I #GT# 1:
   U( I) = @RAND( U( I - 1))
  );

! Generate some...;
  @FOR( SERIES( I):
!   Normal deviates...;
   @PSN( ZNORM( I)) = U( I);
!   and t deviates(2 degrees of freedom);
   @PTD( 2, ZT( I)) = U( I);
 !   ZNORM and ZT may take on negative values;
   @FREE( ZNORM( I)); @FREE( ZT( I));
  );
END