g05tdc generates a sequence of
integers
, from a discrete distribution defined by information supplied in
p. This may either be the PDF or CDF of the distribution. A reference vector is first set up to contain the CDF of the distribution in its higher elements, followed by an index.
Setting up the reference vector and subsequent generation of variates can each be performed by separate calls to g05tdc or may be combined in a single call.
One of the initialization functions
g05kfc (for a repeatable sequence if computed sequentially) or
g05kgc (for a non-repeatable sequence) must be called prior to the first call to
g05tdc.
-
1:
– Nag_ModeRNG
Input
-
On entry: a code for selecting the operation to be performed by the function.
- Set up reference vector only.
- Generate variates using reference vector set up in a prior call to g05tdc.
- Set up reference vector and generate variates.
- Generate variates without using the reference vector.
Constraint:
, , or .
-
2:
– Integer
Input
-
On entry: , the number of pseudorandom numbers to be generated.
Constraint:
.
-
3:
– const double
Input
-
On entry: the PDF or CDF of the distribution.
Constraints:
- , for ;
- if , ;
- if , .
-
4:
– Integer
Input
-
On entry: the number of values supplied in
p defining the PDF or CDF of the discrete distribution.
Constraint:
.
-
5:
– Integer
Input
-
On entry: the value of the variate, a whole number, to which the probability in corresponds.
-
6:
– Nag_DiscreteDistrib
Input
-
On entry: indicates the type of information contained in
p.
- p contains a probability distribution function (PDF).
- p contains a cumulative distribution function (CDF).
Constraint:
or .
-
7:
– double
Communication Array
-
On entry: if , the reference vector from the previous call to g05tdc.
On exit: the reference vector.
-
8:
– Integer
Input
-
On entry: the dimension of the array
r.
Suggested values:
- if , approximately (for optimum efficiency in generating variates);
- otherwise .
Constraints:
- if or , ;
- if , lr should remain unchanged from the previous call to g05tdc.
-
9:
– Integer
Communication Array
Note: the dimension,
, of this array is dictated by the requirements of associated functions that must have been previously called. This array MUST be the same array passed as argument
state in the previous call to
nag_rand_init_repeatable (g05kfc) or
nag_rand_init_nonrepeatable (g05kgc).
On entry: contains information on the selected base generator and its current state.
On exit: contains updated information on the state of the generator.
-
10:
– Integer
Output
-
On exit: contains pseudorandom numbers from the specified discrete distribution.
-
11:
– NagError *
Input/Output
-
The NAG error argument (see
Section 7 in the Introduction to the NAG Library CL Interface).
Not applicable.
Background information to multithreading can be found in the
Multithreading documentation.
Please consult the
X06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the
Users' Note for your implementation for any additional implementation-specific information.
None.
This example prints
pseudorandom variates from a discrete distribution whose PDF,
, is defined as follows:
The reference vector is set up and and the variates are generated by a single call to
g05tdc, after initialization by
g05kfc.
None.