NAG Library Function Document

nag_return_discrete (g05eyc)

nag_return_discrete (g05eyc) is designed for use in conjunction with other functions in this chapter, which set up the reference vector r for specific distributions or according to a distribution specified in terms of the PDF (probability density function) or CDF (cumulative distribution function). See the g05 Chapter Introduction.

The function generates a random number

x

from nag_random_continuous_uniform (g05cac) and searches the CDF in r for the smallest value

y

such that CDF

(y) \geq x

and CDF

(y - 1) < x

4 References

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

5 Arguments

1: r – double *Input: On entry: the reference vector for which memory has been allocated by a previous call to another g05 function. To free this memory the macro NAG_FREE should be added in your program after the final call to nag_return_discrete (g05eyc).

6 Error Indicators and Warnings

None.

7 Accuracy

Not applicable.

8 Further Comments

None.

9 Example

The example program calls nag_ref_vec_poisson (g05ecc) to set up a reference vector for a Poisson distribution with mean 2.7; it then prints the first five pseudorandom numbers generated by nag_return_discrete (g05eyc) after initialization by nag_random_init_repeatable (g05cbc).