Developer Reference

  • 2020.2
  • 07/15/2020
  • Public Content
Contents

vRngChiSquare

Generates chi-square distributed random values.

Syntax

status
=
vsrngchisquare
(
method
,
stream
,
n
,
r
,
v
)
status
=
vdrngchisquare
(
method
,
stream
,
n
,
r
,
v
)
Include Files
  • mkl.fi
    ,
    mkl_vsl.f90
Input Parameters
Name
Type
Description
method
INTEGER
,
INTENT(IN)
Generation method. The specific value is:
VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA
For a description of
VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA
, see Random Number Generators Naming Conventions .
stream
TYPE (VSL_STREAM_STATE)
,
INTENT(IN)
Descriptor of the stream state structure
n
INTEGER
,
INTENT(IN)
Number of random values to be generated
v
INTEGER
,
INTENT(IN)
Degrees of freedom
Output Parameters
Name
Type
Description
r
REAL
(KIND=4)
,
INTENT(OUT)
for
vsrngchisquare
REAL
(KIND=8)
,
INTENT(OUT)
for
vdrngchisquare
Vector of
n
random numbers with chi-square distribution
Description
The
vRngChiSquare
function generates random numbers with chi-square distribution and
ν
degrees of freedom,
ν
N
,
ν
> 0.
The probability density function is:
The cumulative distribution function is:
Return Values
VSL_ERROR_OK, VSL_STATUS_OK
Indicates no error, execution is successful.
VSL_ERROR_NULL_PTR
stream
is a
NULL
pointer.
VSL_RNG_ERROR_BAD_STREAM
stream
is not a valid random stream.
VSL_RNG_ERROR_BAD_UPDATE
Callback function for an abstract BRNG returns an invalid number of updated entries in a buffer, that is,
< 0
or
>
nmax
.
VSL_RNG_ERROR_NO_NUMBERS
Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED
Period of the generator has been exceeded.
VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED
Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
VSL_RNG_ERROR_ARS5_NOT_SUPPORTED
ARS-5 random number generator is not supported on the CPU running the application.