Generates hypergeometrically distributed random values.
Syntax
status = virnghypergeometric( method, stream, n, r, l, s, m )
Include Files
- mkl.fi, mkl_vsl.f90
Input Parameters
Name |
Type |
Description |
|---|---|---|
method |
INTEGER, INTENT(IN) |
Generation method. The specific value is as follows: VSL_RNG_METHOD_HYPERGEOMETRIC_H2PE
See brief description of the H2PE method in Table "Values of <method> in method parameter" |
stream |
TYPE (VSL_STREAM_STATE), INTENT(IN) |
Descriptor of the stream state structure. |
n |
INTEGER, INTENT(IN) |
Number of random values to be generated |
l |
INTEGER(KIND=4), INTENT(IN) |
Lot size l |
s |
INTEGER(KIND=4), INTENT(IN) |
Size of sampling without replacement s |
m |
INTEGER(KIND=4), INTENT(IN) |
Number of marked elements m |
Output Parameters
Name |
Type |
Description |
|---|---|---|
r |
INTEGER(KIND=4), INTENT(OUT) |
Vector of n hypergeometrically distributed random values |
Description
The vRngHypergeometric function generates hypergeometrically distributed random values with lot size l, size of sampling s, and number of marked elements in the lot m, where l, m, s∈N∪{0}; l≥ max(s, m).
Consider a lot of l elements comprising m "marked" and l-m "unmarked" elements. A trial sampling without replacement of exactly s elements from this lot helps to define the hypergeometric distribution, which is the probability that the group of s elements contains exactly k marked elements.
The probability distribution is given by:)
, k∈ {max(0, s + m - l), ..., min(s, m)}
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.