vRngNegBinomial

Generates random numbers with negative binomial distribution.

Syntax

FORTRAN:

status = virngnegbinomial( method, stream, n, r, a, p )

status = viRngNegbinomial( method, stream, n, r, a, p );

Include Files

FORTRAN 77: mkl_vsl.f77
Fortran 90: mkl_vsl.f90
C: mkl_vsl_functions.h

Input Parameters

Name	Type	Description
method	FORTRAN 77: INTEGER Fortran 90: INTEGER, INTENT(IN) C: const int	Generation method. The specific value is: `VSL_RNG_METHOD_NEGBINOMIAL_NBAR` See brief description of the NBAR method in Table "Values of `<method>` in method parameter"
stream	FORTRAN 77: INTEGER4 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: REAL(KIND=8), INTENT(IN) C: const double	The first distribution parameter `a`
p	FORTRAN 77: DOUBLE PRECISION Fortran 90: REAL(KIND=8), INTENT(IN) C: const double	The second distribution parameter p

Output Parameters

Name	Type	Description
r	FORTRAN 77: INTEGER4 Fortran 90:* INTEGER(KIND=4), INTENT(OUT) C: int*	Vector of `n` random values with negative binomial distribution.

Name

Type

Description

FORTRAN 77: INTEGER*4

Fortran 90: INTEGER(KIND=4), INTENT(OUT)

C: int*

Vector of n random values with negative binomial distribution.

Description

The vRngNegBinomial 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.