vRngChiSquare
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.h
Input Parameters
Name | Type | Description |
|---|---|---|
method | const MKL_INT | Generation method. The specific value is:
For a description of VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA , see Random Number Generators Naming Conventions. |
stream | VSLStreamStatePtr | Pointer to the stream state structure |
n | const MKL_INT | Number of random values to be generated |
v | const MKL_INT | Degrees of freedom |
Output Parameters
Name | Type | Description |
|---|---|---|
r | float* for vsRngChiSquare double* 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
- streamis aNULLpointer.
- VSL_RNG_ERROR_BAD_STREAM
- streamis 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,< 0or>.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.