vRngBinomial

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 12/16/2022

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vRngBinomial

Generates binomially distributed random numbers.

Syntax

status = virngbinomial( method, stream, n, r, ntrial, p )

Include Files

mkl.fi, mkl_vsl.f90

Input Parameters

Name	Type	Description
method	INTEGER, INTENT(IN)	Generation method. The specific value is as follows: VSL_RNG_METHOD_BINOMIAL_BTPE See brief description of the BTPE method in Table "Values of `<method>` in `method` parameter".
stream	TYPE (VSL_STREAM_STATE), INTENT(IN)	Descriptor of the stream state structure.
n	INTEGER, INTENT(IN)	Number of random values to be generated
ntrial	INTEGER(KIND=4), INTENT(IN)	Number of independent trials m
p	REAL(KIND=8), INTENT(IN)	Success probability `p` of a single trial

Output Parameters

Name	Type	Description
r	INTEGER(KIND=4), INTENT(OUT)	Vector of `n` binomially distributed random values

Description

The vRngBinomial function generates binomially distributed random numbers with number of independent Bernoulli trials m, and with probability p of a single trial success, where p∈R; 0 ≤p≤ 1, m∈N.

A binomially distributed variate represents the number of successes in m independent Bernoulli trials with probability of a single trial success p.

The probability distribution is given by:

The cumulative distribution function is as follows:

Product and Performance Information
Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex. Notice revision #20201201

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.

Notice revision #20201201

Return Values

VSL_ERROR_OK, VSL_STATUS_OK: Indicates no error, execution is successful.
VSL_ERROR_NULL_PTR: stream is a NULL pointer.
VSL_RNG_ERROR_BAD_STREAM: stream is not a valid random stream.
VSL_RNG_ERROR_BAD_UPDATE: Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is, < 0 or > nmax.
VSL_RNG_ERROR_NO_NUMBERS: Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED: Period of the generator has been exceeded.
VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED: Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
VSL_RNG_ERROR_ARS5_NOT_SUPPORTED: ARS-5 random number generator is not supported on the CPU running the application.

Parent topic: Discrete Distributions

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Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

vRngBinomial