Generates chi-square distributed random values.
Syntax
status = vsrngchisquare( method, stream, n, r, v )
status = vdrngchisquare( method, stream, n, r, v )
Include Files
- mkl.fi, mkl_vsl.f90
Input Parameters
Name |
Type |
Description |
|---|---|---|
method |
INTEGER, INTENT(IN) |
Generation method. The specific value is: VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA
For a description of VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA, see Random Number Generators Naming Conventions. |
stream |
TYPE (VSL_STREAM_STATE), INTENT(IN) |
Descriptor of the stream state structure |
n |
INTEGER, INTENT(IN) |
Number of random values to be generated |
v |
INTEGER, INTENT(IN) |
Degrees of freedom |
Output Parameters
Name |
Type |
Description |
|---|---|---|
r |
REAL(KIND=4), INTENT(OUT) for vsrngchisquare REAL(KIND=8), INTENT(OUT) for vdrngchisquare |
Vector of n random numbers with chi-square distribution |
Description
The vRngChiSquare function generates random numbers with chi-square distribution and ν degrees of freedom, ν ∈N, ν > 0.
The probability density function is:
The cumulative distribution function is:
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.