📄 randlib.c.fdoc
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iarray <--> On output IARRAY is a random permutation of its value on input larray <--> Length of IARRAY******************************************************************************************************************************************** float genunf(float low,float high) GeNerate Uniform Real between LOW and HIGH Function Generates a real uniformly distributed between LOW and HIGH. Arguments low --> Low bound (exclusive) on real value to be generated high --> High bound (exclusive) on real value to be generated******************************************************************************************************************************************** void getsd(long *iseed1,long *iseed2) GET SeeD Returns the value of two integer seeds of the current generator This is a transcription from Pascal to Fortran of routine Get_State from the paper L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package with Splitting Facilities." ACM Transactions on Mathematical Software, 17:98-111 (1991) Arguments iseed1 <- First integer seed of generator G iseed2 <- Second integer seed of generator G******************************************************************************************************************************************** void gscgn(long getset,long *g) Get/Set GeNerator Gets or returns in G the number of the current generator Arguments getset --> 0 Get 1 Set g <-- Number of the current random number generator (1..32)******************************************************************************************************************************************** long ignbin(long n,float pp) GENerate BINomial random deviate Function Generates a single random deviate from a binomial distribution whose number of trials is N and whose probability of an event in each trial is P. Arguments n --> The number of trials in the binomial distribution from which a random deviate is to be generated. (n >= 0) p --> The probability of an event in each trial of the binomial distribution from which a random deviate is to be generated. (0.0 <= p <= 1.0) ignbin <-- A random deviate yielding the number of events from N independent trials, each of which has a probability of event P. Method This is algorithm BTPE from: Kachitvichyanukul, V. and Schmeiser, B. W. Binomial Random Variate Generation. Communications of the ACM, 31, 2 (February, 1988) 216.******************************************************************************************************************************************** long ignnbn(long n,float p) GENerate Negative BiNomial random deviate Function Generates a single random deviate from a negative binomial distribution. Arguments N --> The number of trials in the negative binomial distribution from which a random deviate is to be generated. (N > 0) P --> The probability of an event. (0.0 < P < 1.0) Method Algorithm from page 480 of Devroye, Luc Non-Uniform Random Variate Generation. Springer-Verlag, New York, 1986.******************************************************************************************************************************************** long ignlgi(void) GeNerate LarGe Integer Returns a random integer following a uniform distribution over (1, 2147483562) using the current generator. This is a transcription from Pascal to Fortran of routine Random from the paper L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package with Splitting Facilities." ACM Transactions on Mathematical Software, 17:98-111 (1991)******************************************************************************************************************************************** long ignpoi(float mu) GENerate POIsson random deviate Function Generates a single random deviate from a Poisson distribution with mean AV. Arguments mu --> The mean of the Poisson distribution from which a random deviate is to be generated. (mu > 0.0) Method Renames KPOIS from TOMS as slightly modified by BWB to use RANF instead of SUNIF. For details see: Ahrens, J.H. and Dieter, U. Computer Generation of Poisson Deviates From Modified Normal Distributions. ACM Trans. Math. Software, 8, 2 (June 1982),163-179******************************************************************************************************************************************** long ignuin(long low,long high) GeNerate Uniform INteger Function Generates an integer uniformly distributed between LOW and HIGH. Arguments low --> Low bound (inclusive) on integer value to be generated high --> High bound (inclusive) on integer value to be generated Note If (HIGH-LOW) > 2,147,483,561 prints error message on * unit and stops the program.******************************************************************************************************************************************** void initgn(long isdtyp) INIT-ialize current G-e-N-erator Reinitializes the state of the current generator This is a transcription from Pascal to Fortran of routine Init_Generator from the paper L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package with Splitting Facilities." ACM Transactions on Mathematical Software, 17:98-111 (1991) Arguments isdtyp -> The state to which the generator is to be set isdtyp = -1 => sets the seeds to their initial value isdtyp = 0 => sets the seeds to the first value of the current block isdtyp = 1 => sets the seeds to the first value of the next block******************************************************************************************************************************************** long mltmod(long a,long s,long m) Returns (A*S) MOD M This is a transcription from Pascal to Fortran of routine MULtMod_Decompos from the paper L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package with Splitting Facilities." ACM Transactions on Mathematical Software, 17:98-111 (1991) Arguments a, s, m -->******************************************************************************************************************************************** void phrtsd(char* phrase,long *seed1,long *seed2) PHRase To SeeDs Function Uses a phrase (character string) to generate two seeds for the RGN random number generator. Arguments phrase --> Phrase to be used for random number generation seed1 <-- First seed for generator seed2 <-- Second seed for generator Note Trailing blanks are eliminated before the seeds are generated. Generated seed values will fall in the range 1..2^30 (1..1,073,741,824)******************************************************************************************************************************************** float ranf(void) RANDom number generator as a Function Returns a random floating point number from a uniform distribution over 0 - 1 (endpoints of this interval are not returned) using the current generator This is a transcription from Pascal to Fortran of routine Uniform_01 from the paper L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package with Splitting Facilities." ACM Transactions on Mathematical Software, 17:98-111 (1991)******************************************************************************************************************************************** void setall(long iseed1,long iseed2) SET ALL random number generators Sets the initial seed of generator 1 to ISEED1 and ISEED2. The initial seeds of the other generators are set accordingly, and all generators states are set to these seeds. This is a transcription from Pascal to Fortran of routine Set_Initial_Seed from the paper L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package with Splitting Facilities." ACM Transactions on Mathematical Software, 17:98-111 (1991) Arguments iseed1 -> First of two integer seeds iseed2 -> Second of two integer seeds******************************************************************************************************************************************** void setant(long qvalue) SET ANTithetic Sets whether the current generator produces antithetic values. If X is the value normally returned from a uniform [0,1] random number generator then 1 - X is the antithetic value. If X is the value normally returned from a uniform [0,N] random number generator then N - 1 - X is the antithetic value. All generators are initialized to NOT generate antithetic values. This is a transcription from Pascal to Fortran of routine Set_Antithetic from the paper L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package with Splitting Facilities." ACM Transactions on Mathematical Software, 17:98-111 (1991) Arguments qvalue -> nonzero if generator G is to generating antithetic values, otherwise zero******************************************************************************************************************************************** void setgmn(float *meanv,float *covm,long p,float *parm) SET Generate Multivariate Normal random deviate Function Places P, MEANV, and the Cholesky factoriztion of COVM in GENMN. Arguments meanv --> Mean vector of multivariate normal distribution. covm <--> (Input) Covariance matrix of the multivariate normal distribution (Output) Destroyed on output p --> Dimension of the normal, or length of MEANV. parm <-- Array of parameters needed to generate multivariate norma deviates (P, MEANV and Cholesky decomposition of COVM). 1 : 1 - P 2 : P + 1 - MEANV P+2 : P*(P+3)/2 + 1 - Cholesky decomposition of COVM Needed dimension is (p*(p+3)/2 + 1)******************************************************************************************************************************************** void setsd(long iseed1,long iseed2) SET S-ee-D of current generator Resets the initial seed of the current generator to ISEED1 and ISEED2. The seeds of the other generators remain unchanged. This is a transcription from Pascal to Fortran of routine Set_Seed from the paper L'Ecuyer, P. and Cote, S. "Implementing a Random Number Package with Splitting Facilities." ACM Transactions on Mathematical Software, 17:98-111 (1991) Arguments iseed1 -> First integer seed iseed2 -> Second integer seed**********************************************************************⌨️ 快捷键说明
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