Generates beta distributed random values.
Syntax
status = vsRngBeta( method, stream, n, r, p, q, a, beta );
status = vdRngBeta( method, stream, n, r, p, q, a, beta );
Include Files
- mkl.h
Input Parameters
Name |
Type |
Description |
|---|---|---|
method |
const MKL_INT |
Generation method. The specific values are as follows: VSL_RNG_METHOD_BETA_CJAVSL_RNG_METHOD_BETA_CJA_ACCURATE
See brief description of the method CJA in Table "Values of <method> in method parameter" |
stream |
VSLStreamStatePtr |
Pointer to the stream state structure |
n |
const MKL_INT |
Number of random values to be generated |
p |
const float for vsRngBeta const double for vdRngBeta |
Shape p |
q |
const float for vsRngBeta const double for vdRngBeta |
Shape q |
a |
const float for vsRngBeta const double for vdRngBeta |
Displacementa. |
beta |
const float for vsRngBeta const double for vdRngBeta |
Scalefactor β. |
Output Parameters
Name |
Type |
Description |
|---|---|---|
r |
float* for vsRngBeta double* for vdRngBeta |
Vector of n random numbers with beta distribution |
Description
The vRngBeta function generates random numbers with beta distribution that has shape parameters p and q, displacement a, and scale parameter β, where p, q, a, and β∈R ; p > 0, q > 0, β > 0.
The probability density function is given by:
where B(p, q) is the complete beta function.
The cumulative distribution function is as follows:
Product and Performance Information |
|---|
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201 |
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.
- VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED
Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
- VSL_RNG_ERROR_ARS5_NOT_SUPPORTED
ARS-5 random number generator is not supported on the CPU running the application.