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DRANDPOISSONREFERENCE / SRANDPOISSONREFERENCE
Initializes a reference vector for use with DRANDGENERALDISCRETE
.
Reference vector is for
a Poisson distribution with probability f(X) defined by:
f(X) = [l^X * exp(-l)] / X!, X=0,1,...,
where l is the mean of the distribution, LAMBDA.
(Note that SRANDPOISSONREFERENCE is the single precision version of DRANDPOISSONREFERENCE. The argument lists of both routines are identical except that any double precision arguments of DRANDPOISSONREFERENCE are replaced in SRANDPOISSONREFERENCE by single precision arguments - type REAL in FORTRAN or type float in C).
— 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 Poisson 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 Poisson distribution INTEGER LSTATE,N PARAMETER (LSTATE=16,N=100) INTEGER I,INFO,SEED(1),STATE(LSTATE) DOUBLE PRECISION LAMBDA INTEGER X(N) INTEGER LREF DOUBLE PRECISION REF(1000) C Set the seed SEED(1) = 1234 C Read in the distributional parameters READ(5,*) LAMBDA C Initialize the STATE vector CALL DRANDINITIALIZE(1,1,SEED,1,STATE,LSTATE,INFO) C Initialize the reference vector LREF = 1000 CALL DRANDPOISSONREFERENCE(LAMBDA,REF,LREF,INFO) C Generate N variates from the Poisson distribution CALL DRANDGENERALDISCRETE(N,REF,STATE,X,INFO) C Print the results WRITE(6,*) (X(I),I=1,N) |