nag_rand_neg_bin (g05thc) generates a vector of pseudorandom integers from the discrete negative binomial distribution with parameter and probability of success at a trial.
nag_rand_neg_bin (g05thc) generates integers from a discrete negative binomial distribution, where the probability of ( successes before failures) is
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_rand_neg_bin (g05thc) with the same parameter value can then use this reference vector to generate further variates.
On entry: contains information on the selected base generator and its current state.
On exit: contains updated information on the state of the generator.
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– IntegerOutput
On exit: the pseudorandom numbers from the specified negative binomial distribution.
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– NagError *Input/Output
The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).
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Error Indicators and Warnings
NE_ALLOC_FAIL
Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.
NE_BAD_PARAM
On entry, argument had an illegal value.
NE_INT
On entry, lr is too small when or : , minimum length required .
On entry, .
Constraint: .
On entry, .
Constraint: .
NE_INTERNAL_ERROR
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 for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.
NE_INVALID_STATE
On entry, state vector has been corrupted or not initialized.
NE_NO_LICENCE
Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.
NE_PREV_CALL
p or m is not the same as when r was set up in a previous call.
Previous value of and .
Previous value of and .
NE_REAL
On entry, .
Constraint: .
NE_REF_VEC
On entry, some of the elements of the array r have been corrupted or have not been initialized.
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Accuracy
Not applicable.
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Parallelism and Performance
nag_rand_neg_bin (g05thc) is threaded by NAG for parallel execution in multithreaded implementations of the NAG Library.
Please consult the x06 Chapter Introduction for information on how to control and interrogate the OpenMP environment used within this function. Please also consult the Users' Note for your implementation for any additional implementation-specific information.
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Further Comments
None.
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Example
This example prints pseudorandom integers from a negative binomial distribution with parameters and , generated by a single call to nag_rand_neg_bin (g05thc), after initialization by nag_rand_init_repeatable (g05kfc).