NAG FL Interface
g05thf (int_​negbin)

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1 Purpose

g05thf generates a vector of pseudorandom integers from the discrete negative binomial distribution with parameter m and probability p of success at a trial.

2 Specification

Fortran Interface
Subroutine g05thf ( mode, n, m, p, r, lr, state, x, ifail)
Integer, Intent (In) :: mode, n, m, lr
Integer, Intent (Inout) :: state(*), ifail
Integer, Intent (Out) :: x(n)
Real (Kind=nag_wp), Intent (In) :: p
Real (Kind=nag_wp), Intent (Inout) :: r(lr)
C Header Interface
#include <nag.h>
void  g05thf_ (const Integer *mode, const Integer *n, const Integer *m, const double *p, double r[], const Integer *lr, Integer state[], Integer x[], Integer *ifail)
The routine may be called by the names g05thf or nagf_rand_int_negbin.

3 Description

g05thf generates n integers xi from a discrete negative binomial distribution, where the probability of xi=I (I successes before m failures) is
P(xi=I)= (m+I-1)! I!(m-1)! ×pI×(1-p)m,  I=0,1,.  
The variates can be generated with or without using a search table and index. If a search table is used then it is stored with the index in a reference vector and subsequent calls to g05thf with the same parameter value can then use this reference vector to generate further variates.
One of the initialization routines g05kff (for a repeatable sequence if computed sequentially) or g05kgf (for a non-repeatable sequence) must be called prior to the first call to g05thf.

4 References

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

5 Arguments

1: mode Integer Input
On entry: a code for selecting the operation to be performed by the routine.
Set up reference vector only.
Generate variates using reference vector set up in a prior call to g05thf.
Set up reference vector and generate variates.
Generate variates without using the reference vector.
Constraint: mode=0, 1, 2 or 3.
2: n Integer Input
On entry: n, the number of pseudorandom numbers to be generated.
Constraint: n0.
3: m Integer Input
On entry: m, the number of failures of the distribution.
Constraint: m0.
4: p Real (Kind=nag_wp) Input
On entry: p, the parameter of the negative binomial distribution representing the probability of success at a single trial.
Constraint: 0.0p<1.0.
5: r(lr) Real (Kind=nag_wp) array Communication Array
On entry: if mode=1, the reference vector from the previous call to g05thf.
If mode=3, r is not referenced.
On exit: if mode3, the reference vector.
6: lr Integer Input
On entry: the dimension of the array r as declared in the (sub)program from which g05thf is called.
Suggested values:
  • if mode3,
    lr=28+ (20×m×p+30×p) / (1-p) ​ approximately ;
  • otherwise lr=1.
  • if mode=0 or 2,
    lr> int( m×p+7.15 × m×p+ 20.15×p 1-p +8.5) - max(0,int( m× p-7.15 × m×p 1-p )) +9 ;
  • if mode=1, lr must remain unchanged from the previous call to g05thf.
7: state(*) 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.
8: x(n) Integer array Output
On exit: the n pseudorandom numbers from the specified negative binomial distribution.
9: 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 -1 or 1 is used it is essential to test the value of ifail on exit.
On exit: ifail=0 unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry ifail=0 or −1, explanatory error messages are output on the current error message unit (as defined by x04aaf).
Errors or warnings detected by the routine:
On entry, mode=value.
Constraint: mode=0, 1, 2 or 3.
On entry, n=value.
Constraint: n0.
On entry, m=value.
Constraint: m0.
On entry, p=value.
Constraint: 0.0p<1.0.
On entry, some of the elements of the array r have been corrupted or have not been initialized.
p or m is not the same as when r was set up in a previous call.
Previous value of p=value and p=value.
Previous value of m=value and m=value.
On entry, lr is too small when mode=0 or 2: lr=value, minimum length required =value.
On entry, state vector has been corrupted or not initialized.
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.
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.
Dynamic memory allocation failed.
See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

Not applicable.

8 Parallelism and Performance

Background information to multithreading can be found in the Multithreading documentation.
g05thf is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this routine. Please also consult the Users' Note for your implementation for any additional implementation-specific information.

9 Further Comments


10 Example

This example prints 20 pseudorandom integers from a negative binomial distribution with parameters m=60 and p=0.999, generated by a single call to g05thf, after initialization by g05kff.

10.1 Program Text

Program Text (g05thfe.f90)

10.2 Program Data

Program Data (g05thfe.d)

10.3 Program Results

Program Results (g05thfe.r)