Generates lognormally distributed random numbers.
Syntax
FORTRAN:
status = vsrnglognormal( method, stream, n, r, a, sigma, b, beta )
status = vdrnglognormal( method, stream, n, r, a, sigma, b, beta )
C:
status = vsRngLognormal( method, stream, n, r, a, sigma, b, beta );
status = vdRngLognormal( method, stream, n, r, a, sigma, b, 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 vsrnglognormal DOUBLE PRECISION for vdrnglognormal Fortran 90: REAL(KIND=4), INTENT(IN) for vsrnglognormal REAL(KIND=8), INTENT(IN) for vdrnglognormal C: const float for vsRngLognormal const double for vdRngLognormal |
Average a of the subject normal distribution |
sigma |
FORTRAN 77: REAL for vsrnglognormal DOUBLE PRECISION for vdrnglognormal Fortran 90: REAL(KIND=4), INTENT(IN) for vsrnglognormal REAL(KIND=8), INTENT(IN) for vdrnglognormal C: const float for vsRngLognormal const double for vdRngLognormal |
Standard deviation σ of the subject normal distribution |
b |
FORTRAN 77: REAL for vsrnglognormal DOUBLE PRECISION for vdrnglognormal Fortran 90: REAL(KIND=4), INTENT(IN) for vsrnglognormal REAL(KIND=8), INTENT(IN) for vdrnglognormal C: const float for vsRngLognormal const double for vdRngLognormal |
Displacement b |
beta |
FORTRAN 77: REAL for vsrnglognormal DOUBLE PRECISION for vdrnglognormal Fortran 90: REAL(KIND=4), INTENT(IN) for vsrnglognormal REAL(KIND=8), INTENT(IN) for vdrnglognormal C: const float for vsRngLognormal const double for vdRngLognormal |
Scalefactor β. |
Output Parameters
Name |
Type |
Description |
|---|---|---|
r |
FORTRAN 77: REAL for vsrnglognormal DOUBLE PRECISION for vdrnglognormal Fortran 90: REAL(KIND=4), INTENT(OUT) for vsrnglognormal REAL(KIND=8), INTENT(OUT) for vdrnglognormal C: float* for vsRngLognormal double* for vdRngLognormal |
Vector of n lognormally distributed random numbers |
Description
The vRngLognormal function generates lognormally distributed random numbers with average of distribution a and standard deviation σ of subject normal distribution, displacement b, and scalefactor β, where a, σ, b, β∈R ; σ > 0 , 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.