大物实验报告g05eyc cl05.pdfVIP

g05–RandomNumberGeneratorsg05eyc

nagreturndiscrete(g05eyc)

1.Purpose

nagreturndiscrete(g05eyc)returnsapseudo-randomintegertakenfromadiscretedistribution

definedbyareferencevectorr.

2.Specification

#includenag.h

#includenagg05.h

Integernag_return_discrete(double*r)

3.Description

Thisroutineisdesignedforuseinconjunctionwithotherroutinesinthischapter,whichsetup

thereferencevectorrforspecificdistributionsoraccordingtoadistributionspecifiedintermsof

thePDF(probabilitydensityfunction)orCDF(cumulativedistributionfunction).Seetheg05

ChapterIntroduction.

Theroutinegeneratesarandomnumberxfromnagrandomcontinuousuniform(g05cac)and

searchestheCDFinrforthesmaestvalueysuchthatCDF(y)≥xandCDF(y−1)x.

4.Parameters

r

Input:thereferencevectorforwhichmemoryhasbeenaocatedbyapreviouscatoanother

g05routine.TofreethismemorythemacroNAGFREEshouldbeaddedintheusers’

programafterthefinalcatonagreturndiscrete.

5.ErrorIndicationsandWarnings

None.

6.FurtherComments

6.1.Accuracy

Notapplicable.

6.2.References

KendaMGandStuartA(1969)TheAdvancedTheoryofStatistics(Vol1(3rdEdn)Griffin.

KnuthDE(1981)TheArtofComputerProgramming(Vol.2(2ndEddison-Wesley.

7.SeeAlso

nagrandomcontinuousuniform(g05cac)

nagrandominitrepeatable(g05cbc)

nagrandominitnonrepeatable(g05ccc)

nagrefvecpoisson(g05ecc)

nagrefvecbinomial(g05edc)