Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

ID 766686
Date 12/16/2022
Public

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vRngMultinomial

Generates multinomially distributed random numbers.

Syntax

status = virngmultinomial( method, stream, n, r, ntrial, k, p );

Include Files
  • mkl.fi
  • mkl_vsl.f90
Input Parameters
method

INTEGER, INTENT(IN)

Generation method. The specific value is as follows:

VSL_RNG_METHOD_MULTINOMIAL_MULTPOISSON
stream

TYPE (VSL_STREAM_STATE), INTENT(IN)

Pointer to the stream state structure.

n

INTEGER, INTENT(IN)

Number of random values to be generated.

ntrial

INTEGER(KIND=4), INTENT(IN)

Number of independent trials m.

k

INTEGER(KIND=4), INTENT(IN)

Number of possible outcomes.

p

REAL(KIND=8), INTENT(IN)

Probability vector of k possible outcomes.

Output Parameters
r

INTEGER(KIND=4), INTENT(OUT)

Array of n random vectors of dimension k.

Description

The vRngMultinomial function generates multinomially distributed random numbers with m independent trials and k possible mutually exclusive outcomes, with corresponding probabilities pi, where pi∈R; 0 ≤pi≤ 1, m∈N, k∈N.

The probability distribution is given by:


Equation

Product and Performance Information

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.

Notice revision #20201201

NOTE:

For information on random number generators used for statistical computations in MKL Vector Statistics, see MKL Vector Statistics.

Return Values
VSL_ERROR_OK, VSL_STATUS_OK

Indicates no error (execution was 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

A 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

A callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.

VSL_RNG_ERROR_ARS5_NOT_SUPPORTED

An ARS-5 random number generator is not supported on the CPU running the application.

VSL_DISTR_MULTINOMIAL_BAD_PROBABILITY_ARRAY

Bad multinomial distribution probability array.