NAG Library Function Document
nag_rngs_geom (g05mbc) generates a vector of pseudorandom integers from the discrete geometric distribution with probability of success at a trial.
||nag_rngs_geom (Integer mode,
nag_rngs_geom (g05mbc) generates
from a discrete geometric distribution, where the probability of
(a first success after
The variates can be generated with or without using a search table and index. If a search table is used then it is stored with the index in a reference vector and subsequent calls to nag_rngs_geom (g05mbc) with the same parameter value can then use this reference vector to generate further variates. If the search table is not used (as recommended for small values of ) then a direct transformation of uniform variates is used.
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_geom (g05mbc).
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
mode – IntegerInput
: a code for selecting the operation to be performed by the function.
- Set up reference vector only.
- Generate variates using reference vector set up in a prior call to nag_rngs_geom (g05mbc).
- Set up reference vector and generate variates.
- Generate variates without using the reference vector.
, , or .
p – doubleInput
On entry: the parameter of the geometric distribution representing the probability of success at a single trial.
(see nag_machine_precision (X02AJC)
n – IntegerInput
On entry: , the number of pseudorandom numbers to be generated.
x[n] – IntegerOutput
On exit: the pseudorandom numbers from the specified geometric 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.
r – doubleCommunication Array
On entry: if , the reference vector from the previous call to nag_rngs_geom (g05mbc).
On exit: the reference vector.
fail – NagError *Input/Output
The NAG error argument (see Section 3.6
in the Essential Introduction).
6 Error Indicators and Warnings
On entry, argument had an illegal value.
is so small that the reference vector length would exceed integer range We recommend setting
On entry, .
Constraint: , , or .
On entry, .
On entry, and .
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
is not the same as when r
was set up in a previous call. Previous value
On entry, or : .
The time taken to set up the reference vector, if used, increases with the length of array r
. However, if the reference vector is used, the time taken to generate numbers decreases as the space allotted to the index part of r
increases. There is a point, depending on the distribution, where this improvement becomes very small and the recommended values for the length of array r
in other functions are designed to approximate this point.
is very small then the storage requirements for the reference vector and the time taken to set up the reference vector becomes prohibitive. In this case it is recommended that the reference vector is not used. This is achieved by selecting
This example prints five pseudorandom integers from a geometric distribution with parameter
, generated by a single call to nag_rngs_geom (g05mbc), after initialization by nag_rngs_init_repeatable (g05kbc)
9.1 Program Text
Program Text (g05mbce.c)
9.2 Program Data
9.3 Program Results
Program Results (g05mbce.r)