The distribution has PDF (probability density function)
where
and
,
.
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
g05sgc.
-
1:
– Integer
Input
-
On entry: , the number of pseudorandom numbers to be generated.
Constraint:
.
-
2:
– Integer
Input
-
On entry: , the number of exponential distributions in the mix.
Constraint:
.
-
3:
– const double
Input
-
On entry: the parameters for the exponential distributions in the mix.
Constraint:
, for .
-
4:
– const double
Input
-
On entry: the weights for the exponential distributions in the mix.
Constraints:
- ;
- , for .
-
5:
– 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.
-
6:
– double
Output
-
On exit: the pseudorandom numbers from the specified exponential mix distribution.
-
7:
– 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 the first five pseudorandom numbers from an exponential mix distribution comprising three exponential distributions with parameters
,
and
, and with respective weights
,
and
. The numbers are generated by a single call to
g05sgc, after initialization by
g05kfc.
None.