vRngHypergeometric

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 12/16/2022

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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, s∈N∪{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:)

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

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

vRngHypergeometric