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DRANDNEGATIVEBINOMIALREFERENCE / SRANDNEGATIVEBINOMIALREFERENCE

Initializes a reference vector for use with DRANDGENERALDISCRETE. Reference vector is for a Negative Binomial distribution with probability f(X) defined by: f(X) = [(M + X - 1)! * P^X * (1 - P)^M] / [X! * (M - 1)!], X=0,1,...

(Note that SRANDNEGATIVEBINOMIALREFERENCE is the single precision version of DRANDNEGATIVEBINOMIALREFERENCE. The argument lists of both routines are identical except that any double precision arguments of DRANDNEGATIVEBINOMIALREFERENCE are replaced in SRANDNEGATIVEBINOMIALREFERENCE by single precision arguments - type REAL in FORTRAN or type float in C).

— SUBROUTINE: DRANDNEGATIVEBINOMIALREFERENCE (M,P,REF,LREF,INFO)
— Input: INTEGER M

On input: number of failures.
Constraint: M>=0.

— Input: DOUBLE PRECISION P

On input: probability of success.
Constraint: 0<=P <1.

— Output: DOUBLE PRECISION REF(LREF)

On output: if INFO returns with a value of 0 then REF contains reference information required to generate values from a Negative Binomial distribution using DRANDGENERALDISCRETE.

— Input/Output: INTEGER LREF

On input: either the length of the reference vector REF, or -1.
On output: if LREF=-1 on input, then LREF is set to the recommended length of the reference vector and the routine returns. Otherwise LREF is left unchanged.

— Output: INTEGER INFO

On output: INFO is an error indicator. If INFO = -i on exit, the i-th argument had an illegal value. If INFO =1 on exit, then LREF has been set to the recommended length for the reference vector REF. If INFO = 0 then the reference vector, REF, has been successfully initialized. 

     Example:
     

     
          C      Generate 100 values from the Negative Binomial distribution
                 INTEGER LSTATE,N
                 PARAMETER (LSTATE=16,N=100)
                 INTEGER I,INFO,SEED(1),STATE(LSTATE)
                 INTEGER M
                 DOUBLE PRECISION P
                 INTEGER X(N)
                 INTEGER LREF
                 DOUBLE PRECISION REF(1000)
          
          C      Set the seed
                 SEED(1) = 1234
          
          C      Read in the distributional parameters
                 READ(5,*) M,P
          
          C      Initialize the STATE vector
                 CALL DRANDINITIALIZE(1,1,SEED,1,STATE,LSTATE,INFO)
          
          C      Initialize the reference vector
                 LREF = 1000
                 CALL DRANDNEGATIVEBINOMIALREFERENCE(M,P,REF,LREF,INFO)
          
          C      Generate N variates from the Negative Binomial distribution
                 CALL DRANDGENERALDISCRETE(N,REF,STATE,X,INFO)
          C      Print the results
                 WRITE(6,*) (X(I),I=1,N)