g05tc generates a vector of pseudorandom integers from the discrete geometric distribution with probability of success at a trial.
Public Shared Sub g05tc ( _ mode As Integer, _ n As Integer, _ p As Double, _ r As Double(), _ g05state As G05..::..G05State, _ x As Integer(), _ <OutAttribute> ByRef ifail As Integer _ )
public: static void g05tc( int mode, int n, double p, array<double>^ r, G05..::..G05State^ g05state, array<int>^ x, [OutAttribute] int% ifail )
- Type: System..::..Int32On entry: a code for selecting the operation to be performed by the method.
Constraint: , , or .
- Set up reference vector only.
- Generate variates using reference vector set up in a prior call to g05tc.
- Set up reference vector and generate variates.
- Generate variates without using the reference vector.
- Type: System..::..Int32On entry: , the number of pseudorandom numbers to be generated.Constraint: .
- Type: System..::..DoubleOn entry: the parameter of the geometric distribution representing the probability of success at a single trial.Constraint: (see x02aj).
- Type: array<System..::..Int32>()An array of size [n]On exit: the pseudorandom numbers from the specified geometric distribution.
g05tc generates integers from a discrete geometric distribution, where the probability of (a first success after trials) 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 g05tc 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 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 g05tc.
Knuth D E (1981) The Art of Computer Programming (Volume 2) (2nd Edition) Addison–Wesley
Errors or warnings detected by the method:
- On entry, , , or .
- On entry, .
On entry, or , or or and p is so small that lr would have to be larger than the largest representable integer. Use in this case.
- On entry, the r vector was not initialized correctly or has been corrupted.
- On entry, lr is too small when or .
On entry, state vector was not initialized or has been corrupted.
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. Nevertheless, there is a point, depending on the distribution, where this improvement becomes very small and the suggested value for the length of array r is designed to approximate this point.
If p 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 .