﻿ g05ss Method
g05ss generates a vector of pseudorandom numbers from a two parameter Weibull distribution with shape parameter $a$ and scale parameter $b$.

Syntax

C#
public static void g05ss(
int n,
double a,
double b,
G05..::..G05State g05state,
double[] x,
out int ifail
)
Visual Basic
Public Shared Sub g05ss ( _
n As Integer, _
a As Double, _
b As Double, _
g05state As G05..::..G05State, _
x As Double(), _
<OutAttribute> ByRef ifail As Integer _
)
Visual C++
public:
static void g05ss(
int n,
double a,
double b,
G05..::..G05State^ g05state,
array<double>^ x,
[OutAttribute] int% ifail
)
F#
static member g05ss :
n : int *
a : float *
b : float *
g05state : G05..::..G05State *
x : float[] *
ifail : int byref -> unit

Parameters

n
Type: System..::..Int32
On entry: $n$, the number of pseudorandom numbers to be generated.
Constraint: ${\mathbf{n}}\ge 0$.
a
Type: System..::..Double
On entry: $a$, the shape parameter of the distribution.
Constraint: ${\mathbf{a}}>0.0$.
b
Type: System..::..Double
On entry: $b$, the scale parameter of the distribution.
Constraint: ${\mathbf{b}}>0.0$.
g05state
Type: NagLibrary..::..G05..::..G05State
An Object of type G05.G05State.
x
Type: array<System..::..Double>[]()[][]
An array of size [n]
On exit: the $n$ pseudorandom numbers from the specified Weibull distribution.
ifail
Type: System..::..Int32%
On exit: ${\mathbf{ifail}}={0}$ unless the method detects an error or a warning has been flagged (see [Error Indicators and Warnings]).

Description

The distribution has PDF (probability density function)
 $fx=abxa-1e-xa/bif ​x>0,fx=0otherwise.$
g05ss returns the value ${\left(-b\mathrm{ln} y\right)}^{1/a}$, where $y$ is a pseudorandom number from a uniform distribution over $\left(0,1\right]$.
One of the initialization methods (G05KFF not in this release) (for a repeatable sequence if computed sequentially) or (G05KGF not in this release) (for a non-repeatable sequence) must be called prior to the first call to g05ss.

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

Error Indicators and Warnings

Errors or warnings detected by the method:
${\mathbf{ifail}}=1$
On entry, ${\mathbf{n}}<0$.
${\mathbf{ifail}}=2$
On entry, ${\mathbf{a}}\le 0.0$.
${\mathbf{ifail}}=3$
On entry, ${\mathbf{b}}\le 0.0$.
${\mathbf{ifail}}=4$
 On entry, state vector was not initialized or has been corrupted.
${\mathbf{ifail}}=-9000$
An error occured, see message report.
${\mathbf{ifail}}=-8000$
Negative dimension for array $〈\mathit{\text{value}}〉$
${\mathbf{ifail}}=-6000$
Invalid Parameters $〈\mathit{\text{value}}〉$

Not applicable.

None.