g05th Method
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g05th generates a vector of pseudorandom integers from the discrete negative binomial distribution with parameter m and probability p of success at a trial.

Syntax

C#
public static void g05th(
	int mode,
	int n,
	int m,
	double p,
	double[] r,
	G05..::.G05State g05state,
	int[] x,
	out int ifail
)
Visual Basic (Declaration)
Public Shared Sub g05th ( _
	mode As Integer, _
	n As Integer, _
	m As Integer, _
	p As Double, _
	r As Double(), _
	g05state As G05..::.G05State, _
	x As Integer(), _
	<OutAttribute> ByRef ifail As Integer _
)
Visual C++
public:
static void g05th(
	int mode, 
	int n, 
	int m, 
	double p, 
	array<double>^ r, 
	G05..::.G05State^ g05state, 
	array<int>^ x, 
	[OutAttribute] int% ifail
)
F#
static member g05th : 
        mode:int * 
        n:int * 
        m:int * 
        p:float * 
        r:float[] * 
        g05state:G05..::.G05State * 
        x:int[] * 
        ifail:int byref -> unit 

Parameters

mode
Type: System..::.Int32
On entry: a code for selecting the operation to be performed by the method.
mode=0
Set up reference vector only.
mode=1
Generate variates using reference vector set up in a prior call to g05th.
mode=2
Set up reference vector and generate variates.
mode=3
Generate variates without using the reference vector.
Constraint: mode=0, 1, 2 or 3.
n
Type: System..::.Int32
On entry: n, the number of pseudorandom numbers to be generated.
Constraint: n0.
m
Type: System..::.Int32
On entry: m, the number of failures of the distribution.
Constraint: m0.
p
Type: System..::.Double
On entry: p, the parameter of the negative binomial distribution representing the probability of success at a single trial.
Constraint: 0.0p<1.0.
r
Type: array< System..::.Double >[]()[]
An array of size [lr]
Note: lr must satisfy the constraint:
  • if mode=0 or 2,
    lr> int m×p+7.15 × m×p+ 20.15×p 1-p +8.5 - max 0,int m× p-7.15 × m×p 1-p +9 ;
  • if mode=1, lr must remain unchanged from the previous call to g05th.
On entry: if mode=1, the reference vector from the previous call to g05th.
If mode=3, r is not referenced by g05th.
On exit: the reference vector.
g05state
Type: NagLibrary..::.G05..::.G05State
An object of type G05.G05State.
x
Type: array< System..::.Int32 >[]()[]
An array of size [n]
On exit: the n pseudorandom numbers from the specified negative binomial distribution.
ifail
Type: System..::.Int32 %
On exit: ifail=0 unless the method detects an error (see [Error Indicators and Warnings]).

Description

g05th generates n integers xi from a discrete negative binomial distribution, where the probability of xi=I (I successes before m failures) is
Pxi=I= m+I-1! I!m-1! ×pI×1-pm,  I=0,1,.
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 g05th with the same parameter value can then use this reference vector to generate further variates.

References

Error Indicators and Warnings

Accuracy

Further Comments

Example

See Also