NAG Toolbox: nag_rand_dist_normal (g05sk)

Purpose

Syntax

Description

References

Parameters

Compulsory Input Parameters

1:     $\mathrm{n}$ – int64int32nag_int scalar

$n$, the number of pseudorandom numbers to be generated.

Constraint: $\mathbf{n}\ge 0$.

2:     $\mathrm{xmu}$ – double scalar

$\mu$, the mean of the distribution.

3:     $\mathrm{var}$ – double scalar

${\sigma }^2$, the variance of the distribution.

Constraint: $\mathbf{var}\ge 0.0$.

4:     $\mathrm{state}\left(:\right)$ – 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:     $\mathrm{state}\left(:\right)$ – int64int32nag_int array

Contains updated information on the state of the generator.

2:     $\mathrm{x}\left(\mathbf{n}\right)$ – double array

The $n$ pseudorandom numbers from the specified Normal distribution.

3:     $\mathrm{ifail}$ – int64int32nag_int scalar

$\mathbf{ifail}=\mathbf{0}$ unless the function detects an error (see Error Indicators and Warnings).

Error Indicators and Warnings

   $\mathbf{ifail}=1$

Constraint: $\mathbf{n}\ge 0$.

   $\mathbf{ifail}=3$

Constraint: $\mathbf{var}\ge 0.0$.

   $\mathbf{ifail}=4$

On entry, state vector has been corrupted or not initialized.

   $\mathbf{ifail}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

   $\mathbf{ifail}=-399$

Your licence key may have expired or may not have been installed correctly.

   $\mathbf{ifail}=-999$

Dynamic memory allocation failed.

Accuracy

Further Comments

Example

Open in the MATLAB editor: g05sk_example

function g05sk_example


fprintf('g05sk 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
xmu = 1;
var = 1.5;

% Generate variates from a Normal distribution
[state, x, ifail] = g05sk( ...
                           n, xmu, var, state);

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

g05sk example results

Variates
    1.4272
   -0.5254
    1.8109
    2.0232
   -0.5380