vRngNegBinomial

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 12/16/2022

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vRngNegBinomial

Generates random numbers with negative binomial distribution.

Syntax

status = virngnegbinomial( method, stream, n, r, a, p )

Include Files

mkl.fi, mkl_vsl.f90

Input Parameters

Name	Type	Description
method	INTEGER, INTENT(IN)	Generation method. The specific value is: VSL_RNG_METHOD_NEGBINOMIAL_NBAR See brief description of the NBAR 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
a	REAL(KIND=8), INTENT(IN)	The first distribution parameter `a`
p	REAL(KIND=8), INTENT(IN)	The second distribution parameter p

Output Parameters

Name	Type	Description
r	INTEGER(KIND=4), INTENT(OUT)	Vector of `n` random values with negative binomial distribution.

Description

The vRngNegBinomial function generates random numbers with negative binomial distribution and distribution parameters a and p, where p, a∈R; 0 < p < 1; a > 0.

If the first distribution parameter a∈N, this distribution is the same as Pascal distribution. If a∈N, the distribution can be interpreted as the expected time of a-th success in a sequence of Bernoulli trials, when the probability of success is 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_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

vRngNegBinomial