|
|
NAG[g05lmc] NAG[nag_rngs_weibull] - Generates a vector of random numbers from a Weibull distribution, seeds and generator number passed explicitly
|
|
Calling Sequence
g05lmc(a, b, n, x, igen, iseed, 'fail'=fail)
nag_rngs_weibull(. . .)
Parameters
|
|
a - float;
|
|
|
|
On entry:  , the shape argument of the distribution.
|
|
|
Constraint:  . .
|
|
|
|
b - float;
|
|
|
|
On entry:  , the scale argument of the distribution.
|
|
|
Constraint:  . .
|
|
|
|
n - integer;
|
|
|
|
On entry:  , the number of pseudo-random numbers to be generated.
|
|
|
Constraint:  . .
|
|
|
|
x - Vector(1..dim, datatype=float[8]);
|
|
|
|
Note: the dimension, dim, of the array x must be at least  .
|
|
|
On exit: the  pseudo-random numbers from the specified Weibull distribution.
|
|
|
|
iseed - Vector(1.. , datatype=integer[kernelopts('wordsize')/8]);
|
|
|
|
On entry: contains values which define the current state of the selected generator.
|
|
|
On exit: contains updated values defining the new state of the selected generator.
|
|
|
|
'fail'=fail - table; (optional)
|
|
|
|
The NAG error argument, see the documentation for NagError.
|
|
|
|
|
Description
|
|
|
|
Purpose
|
|
nag_rngs_weibull (g05lmc) generates a vector of pseudo-random numbers from a two argument Weibull distribution with shape argument  and scale argument  .
|
|
|
Description
|
|
The distribution has PDF (probability density function)
![[[f(x)=a/bx^(a-1)e^(-x^a/b), x>0 ],[],[f(x)=0, ]]](/support/helpjp/helpview.aspx?si=9902/file08504/math128.png)
nag_rngs_weibull (g05lmc) returns the value  , where  is a pseudo-random number from a uniform distribution over  .
One of the initialization functions g05kbc (nag_rngs_init_repeatable) (for a repeatable sequence if computed sequentially) or g05kcc (nag_rngs_init_nonrepeatable) (for a non-repeatable sequence) must be called prior to the first call to nag_rngs_weibull (g05lmc).
|
|
|
Error Indicators and Warnings
|
|
"NE_BAD_PARAM"
On entry, argument  had an illegal value.
"NE_INT"
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 consult NAG for assistance.
"NE_REAL"
On entry,  . Constraint:  .
On entry,  . Constraint:  .
|
|
|
|
Examples
|
|
|
>
|
a := 1:
b := 2:
n := 5:
igen := 1:
x := Vector(5, datatype=float[8]):
iseed := Vector([1762543, 9324783, 42344, 742355], datatype=integer[kernelopts('wordsize')/8]):
NAG:-g05lmc(a, b, n, x, igen, iseed):
|
|
|
Download Help Document
Was this information helpful?
