Generates random numbers with negative binomial distribution.
Syntax
Fortran:
status = virngnegbinomial( method, stream, n, r, a, p )
C:
status = viRngNegbinomial( method, stream, n, r, a, p );
Include Files
The FORTRAN 77 interfaces are specified in the mkl_vsl.f77 include file, the Fortran 90 interfaces are specified in the mkl_vsl.f90 include file, and the C interfaces are specified in the mkl_vsl_functions.h include file.
Input Parameters
Name |
Type |
Description |
|---|---|---|
method |
FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int |
Generation method. The specific value is: See brief description of the NBAR method in Table"Values of <method> in method parameter" |
stream |
FORTRAN 77: INTEGER*4 stream(2) Fortran 90: TYPE (VSL_STREAM_STATE), INTENT(IN) C: VSLStreamStatePtr |
Fortran: descriptor of the stream state structure. C: pointer to the stream state structure |
n |
FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int |
Number of random values to be generated |
a |
FORTRAN 77: DOUBLE PRECISION Fortran 90: DOUBLE PRECISION, INTENT(IN) C: const double |
The first distribution parameter a |
p |
FORTRAN 77: DOUBLE PRECISION Fortran 90: DOUBLE PRECISION, INTENT(IN) C: const double |
The second distribution parameter p |
Output Parameters
Name |
Type |
Description |
|---|---|---|
r |
FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(OUT) C: int* |
Vector of n random values with negative binomial distribution. |
Description
The NegBinomial function generates random numbers with negative binomial distribution and distribution parameters a and p, where p, a∈R; 0 < p < 1; a > 0.
If the first distribution parameter a∈N, this distribution is the same as Pascal distribution. If a∈N, the distribution can be interpreted as the expected time of a-th success in a sequence of Bernoulli trials, when the probability of success is p.
The probability distribution is given by:
The cumulative distribution function is as follows:
Return Values
- VSL_ERROR_OK, VSL_STATUS_OK
Indicates no error, execution is successful.
- VSL_ERROR_NULL_PTR
stream is a NULL pointer.
- VSL_RNG_ERROR_BAD_STREAM
stream is not a valid random stream.
- VSL_RNG_ERROR_BAD_UPDATE
Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
- VSL_RNG_ERROR_NO_NUMBERS
Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
- VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED
Period of the generator has been exceeded.