NAG FL Interface
g05tjf (int_​poisson)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{mode}$ – Integer Input

On entry: a code for selecting the operation to be performed by the routine.

$\mathbf{mode}=0$

Set up reference vector only.

$\mathbf{mode}=1$

Generate variates using reference vector set up in a prior call to g05tjf.

$\mathbf{mode}=2$

Set up reference vector and generate variates.

$\mathbf{mode}=3$

Generate variates without using the reference vector.

Constraint: $\mathbf{mode}=0$, $1$, $2$ or $3$.

2: $\mathbf{n}$ – Integer Input

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

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

3: $\mathbf{lambda}$ – Real (Kind=nag_wp) Input

On entry: $\lambda$, the mean of the Poisson distribution.

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

4: $\mathbf{r}\left(\mathbf{lr}\right)$ – Real (Kind=nag_wp) array Communication Array

On entry: if $\mathbf{mode}=1$, the reference vector from the previous call to g05tjf.

If $\mathbf{mode}=3$, r is not referenced.

On exit: if $\mathbf{mode}\ne 3$, the reference vector.

5: $\mathbf{lr}$ – Integer Input

On entry: the dimension of the array r as declared in the (sub)program from which g05tjf is called.

Suggested values:

• if $\mathbf{mode}\ne 3$, $\mathbf{lr}=30+20\times \sqrt{\mathbf{lambda}}+\mathbf{lambda}$;
• otherwise $\mathbf{lr}=1$.

Constraints:

• if $\mathbf{mode}=0$ or $2$,
  • if $\sqrt{\mathbf{lambda}}>7.15$, $\mathbf{lr}>9+\mathrm{int}\left(8.5+14.3\times \sqrt{\mathbf{lambda}}\right)$;
  • otherwise $\mathbf{lr}>9+\mathrm{int}\left(\mathbf{lambda}+7.15\times \sqrt{\mathbf{lambda}}+8.5\right)$;
• if $\mathbf{mode}=1$, lr must remain unchanged from the previous call to g05tjf.

6: $\mathbf{state}\left(*\right)$ – 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.

7: $\mathbf{x}\left(\mathbf{n}\right)$ – Integer array Output

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

8: $\mathbf{ifail}$ – 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, $\mathbf{mode}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{mode}=0$, $1$, $2$ or $3$.

$\mathbf{ifail}=2$

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

$\mathbf{ifail}=3$

lambda is such that lr would have to be larger than the largest representable integer. Use $\mathbf{mode}=3$ instead. $\mathbf{lambda}=〈\mathit{\text{value}}〉$.

On entry, $\mathbf{lambda}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{lambda}\ge 0.0$.

$\mathbf{ifail}=4$

lambda is not the same as when r was set up in a previous call.
Previous value of $\mathbf{lambda}=〈\mathit{\text{value}}〉$ and $\mathbf{lambda}=〈\mathit{\text{value}}〉$.

On entry, some of the elements of the array r have been corrupted or have not been initialized.

$\mathbf{ifail}=5$

On entry, lr is too small when $\mathbf{mode}=0$ or $2$: $\mathbf{lr}=〈\mathit{\text{value}}〉$, minimum length required $=〈\mathit{\text{value}}〉$.

$\mathbf{ifail}=6$

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