Generates Gumbel distributed random values.
Syntax
FORTRAN:
status = vsrnggumbel( method, stream, n, r, a, beta )
status = vdrnggumbel( method, stream, n, r, a, beta )
C:
status = vsRngGumbel( method, stream, n, r, a, beta );
status = vdRngGumbel( method, stream, n, r, a, beta );
Input Parameters
Name |
Type |
Description |
|---|---|---|
method |
FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int |
Generation method. The specific values are as follows: Inverse cumulative distribution function method |
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: REAL for vsrnggumbel DOUBLE PRECISION for vdrnggumbel Fortran 90: REAL(KIND=4), INTENT(IN) for vsrnggumbel REAL(KIND=8), INTENT(IN) for vdrnggumbel C: const float for vsRngGumbel const double for vdRngGumbel |
Displacement a. |
beta |
FORTRAN 77: REAL for vsrnggumbel DOUBLE PRECISION for vdrnggumbel Fortran 90: REAL(KIND=4), INTENT(IN) for vsrnggumbel REAL(KIND=8), INTENT(IN) for vdrnggumbel C: const float for vsRngGumbel const double for vdRngGumbel |
Scalefactor β. |
Output Parameters
Name |
Type |
Description |
|---|---|---|
r |
FORTRAN 77: REAL for vsrnggumbel DOUBLE PRECISION for vdrnggumbel Fortran 90: REAL(KIND=4), INTENT(OUT) for vsrnggumbel REAL(KIND=8), INTENT(OUT) for vdrnggumbel C: float* for vsRngGumbel double* for vdRngGumbel |
Vector of n random numbers with Gumbel distribution |
Description
The vRngGumbel function generates Gumbel distributed random numbers with displacement a and scalefactor β, where a, β∈R ; β > 0.
The probability density function 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.