NAG FL Interface
g05sgf (dist_​expmix)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{n}$ – Integer Input

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

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

2: $\mathbf{nmix}$ – Integer Input

On entry: $m$, the number of exponential distributions in the mix.

Constraint: $\mathbf{nmix}\ge 1$.

3: $\mathbf{a}\left(\mathbf{nmix}\right)$ – Real (Kind=nag_wp) array Input

On entry: the $m$ parameters $a_i$ for the $m$ exponential distributions in the mix.

Constraint: $\mathbf{a}\left(\mathit{i}\right)>0.0$, for $\mathit{i}=1,2,\dots ,\mathbf{nmix}$.

4: $\mathbf{wgt}\left(\mathbf{nmix}\right)$ – Real (Kind=nag_wp) array Input

On entry: the $m$ weights $w_i$ for the $m$ exponential distributions in the mix.

Constraints:

• ${\displaystyle \sum _{\mathit{i}=1}^m}\mathbf{wgt}\left(\mathit{i}\right)=1.0$;
• $\mathbf{wgt}\left(\mathit{i}\right)\ge 0.0$, for $\mathit{i}=1,2,\dots ,m$.

5: $\mathbf{state}\left(*\right)$ – Integer array Communication Array

Note: the actual argument supplied must be the array state supplied to the initialization routines g05kff or g05kgf.

On entry: contains information on the selected base generator and its current state.

On exit: contains updated information on the state of the generator.

6: $\mathbf{x}\left(\mathbf{n}\right)$ – Real (Kind=nag_wp) array Output

On exit: the $n$ pseudorandom numbers from the specified exponential mix distribution.

7: $\mathbf{ifail}$ – Integer Input/Output

On entry: ifail must be set to $0$, $-1$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.

A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $-1$ means that an error message is printed while a value of $1$ means that it is not.

If halting is not appropriate, the value $-1$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $0$ is recommended. When the value $-\mathbf{1}$ or $\mathbf{1}$ is used it is essential to test the value of ifail on exit.

On exit: $\mathbf{ifail}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

$\mathbf{ifail}=1$

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}\ge 0$.

$\mathbf{ifail}=2$

On entry, $\mathbf{nmix}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{nmix}\ge 1$.

$\mathbf{ifail}=3$

On entry, $\mathbf{a}\left(〈\mathit{\text{value}}〉\right)=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{a}\left(i\right)>0.0$.

$\mathbf{ifail}=4$

On entry, sum of $\mathbf{wgt}=〈\mathit{\text{value}}〉$.
Constraint: sum of $\mathbf{wgt}=1.0$.

On entry, $\mathbf{wgt}\left(〈\mathit{\text{value}}〉\right)=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{wgt}\left(i\right)\ge 0.0$.

$\mathbf{ifail}=5$

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.

See Section 7 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-399$

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

See Section 8 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results