Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 12/16/2022
Public

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Document Table of Contents

vRngHypergeometric

Generates hypergeometrically distributed random values.

Syntax

status = virnghypergeometric( method, stream, n, r, l, s, m )

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_HYPERGEOMETRIC_H2PE

See brief description of the H2PE 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

l

INTEGER(KIND=4), INTENT(IN)

Lot size l

s

INTEGER(KIND=4), INTENT(IN)

Size of sampling without replacement s

m

INTEGER(KIND=4), INTENT(IN)

Number of marked elements m

Output Parameters

Name

Type

Description

r

INTEGER(KIND=4), INTENT(OUT)

Vector of n hypergeometrically distributed random values

Description

The vRngHypergeometric function generates hypergeometrically distributed random values with lot size l, size of sampling s, and number of marked elements in the lot m, where l, m, sN{0}; l max(s, m).

Consider a lot of l elements comprising m "marked" and l-m "unmarked" elements. A trial sampling without replacement of exactly s elements from this lot helps to define the hypergeometric distribution, which is the probability that the group of s elements contains exactly k marked elements.

The probability distribution is given by:)


Equation

, k {max(0, s + m - l), ..., min(s, m)}

The cumulative distribution function is as follows:


Equation

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.