One of the initialization functions nag_rand_init_repeat (g05kf) (for a repeatable sequence if computed sequentially) or nag_rand_init_nonrepeat (g05kg) (for a non-repeatable sequence) must be called prior to the first call to nag_rand_dist_triangular (g05sp).

References

Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley

Parameters

Compulsory Input Parameters

1: $n$ – int64int32nag_int scalar: $n$ , the number of pseudorandom numbers to be generated.

Constraint: $n \geq 0$ .
2: $xmin$ – double scalar: The end point $x_{\min}$ of the triangular distribution.
3: $xmed$ – double scalar: The median of the distribution $x_{med}$ (also the location of the vertex of the triangular distribution at which the PDF reaches a maximum).

Constraint: $xmed \geq xmin$ .
4: $xmax$ – double scalar: The end point $x_{\max}$ of the triangular distribution.

Constraint: $xmax \geq xmed$ .
5: $state (:)$ – int64int32nag_int array: Note: the actual argument supplied must be the array state supplied to the initialization routines nag_rand_init_repeat (g05kf) or nag_rand_init_nonrepeat (g05kg).

Contains information on the selected base generator and its current state.

Optional Input Parameters

None.

Output Parameters

1: $state (:)$ – int64int32nag_int array: Contains updated information on the state of the generator.
2: $x (n)$ – double array: The $n$ pseudorandom numbers from the specified triangular distribution.
3: $ifail$ – int64int32nag_int scalar: $ifail = 0$ unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

Errors or warnings detected by the function:

$ifail = 1$: Constraint: $n \geq 0$ .

$ifail = 3$: Constraint: $xmed \geq xmin$ .

$ifail = 4$: Constraint: $xmax \geq xmed$ .

$ifail = 5$: On entry, state vector has been corrupted or not initialized.

$ifail = - 99$: An unexpected error has been triggered by this routine. Please contact NAG.

$ifail = - 399$: Your licence key may have expired or may not have been installed correctly.

$ifail = - 999$: Dynamic memory allocation failed.

Accuracy

Not applicable.

Further Comments

None.

Example

This example prints five pseudorandom numbers from a triangular distribution with parameters

x_{\min} = - 1.0

x_{med} = 0.5

and

x_{\max} = 1.0

, generated by a single call to nag_rand_dist_triangular (g05sp), after initialization by nag_rand_init_repeat (g05kf).

Open in the MATLAB editor: g05sp_example

function g05sp_example


fprintf('g05sp example results\n\n');

% Initialize the base generator to a repeatable sequence
seed  = [int64(1762543)];
genid = int64(1);
subid = int64(1);
[state, ifail] = g05kf( ...
                        genid, subid, seed);

% Number of variates
n = int64(5);

% Parameters
xmin = -1;
xmed = 0.5;
xmax = 1;

% Generate variates from a triangular distribution
[state, x, ifail] = g05sp( ...
                           n, xmin, xmed, xmax, state);

disp('Variates');
disp(x);

g05sp example results

Variates
    0.3817
   -0.4348
    0.4960
    0.5509
   -0.4398

PDF version (NAG web site, 64-bit version, 64-bit version)

Chapter Contents

Chapter Introduction

NAG Toolbox