Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 7/13/2023
Public

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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, aR; 0 < p < 1; a > 0.

If the first distribution parameter aN, this distribution is the same as Pascal distribution. If aN, 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:


Equation

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_ARS5_NOT_SUPPORTED

ARS-5 random number generator is not supported on the CPU running the application.