NAG Library Function Document
nag_rngs_exp_mix (g05lqc) generates a vector of pseudorandom numbers from an exponential mix distribution composed of exponential distributions each having a mean and weight .
||nag_rngs_exp_mix (Integer nmix,
const double a,
const double wgt,
The distribution has PDF (probability density function)
nag_rngs_exp_mix (g05lqc) returns the values by selecting, with probability , random variates from an exponential distribution with parameter .
One of the initialization functions nag_rngs_init_repeatable (g05kbc)
(for a repeatable sequence if computed sequentially) or nag_rngs_init_nonrepeatable (g05kcc)
(for a non-repeatable sequence) must be called prior to the first call to nag_rngs_exp_mix (g05lqc).
Kendall M G and Stuart A (1969) The Advanced Theory of Statistics (Volume 1) (3rd Edition) Griffin
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
nmix – IntegerInput
, the number of exponential distributions in the mix.
a[nmix] – const doubleInput
On entry: the parameters for the exponential distributions in the mix.
, for .
wgt[nmix] – const doubleInput
On entry: the weights for the exponential distributions in the mix.
- , for .
n – IntegerInput
On entry: , the number of pseudorandom numbers to be generated.
x[n] – doubleOutput
On exit: the pseudorandom numbers from the specified exponential mix distribution.
igen – IntegerInput
: must contain the identification number for the generator to be used to return a pseudorandom number and should remain unchanged following initialization by a prior call to nag_rngs_init_repeatable (g05kbc)
or nag_rngs_init_nonrepeatable (g05kcc)
iseed – IntegerCommunication Array
On entry: contains values which define the current state of the selected generator.
On exit: contains updated values defining the new state of the selected generator.
fail – NagError *Input/Output
The NAG error argument (see Section 3.6
in the Essential Introduction).
6 Error Indicators and Warnings
Dynamic memory allocation failed.
On entry, argument had an illegal value.
On entry, .
On entry, .
An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG
On entry, sum of weights wgt
is not equal to
On entry, and .
On entry, and .
This example prints the first five pseudorandom real numbers from an exponential mix distribution comprising three exponential distributions with parameters
, and with respective weights
. The numbers are generated by a single call to nag_rngs_exp_mix (g05lqc), after initialization by nag_rngs_init_repeatable (g05kbc)
9.1 Program Text
Program Text (g05lqce.c)
9.2 Program Data
9.3 Program Results
Program Results (g05lqce.r)