vRngChiSquare

Developer Reference for Intel® oneAPI Math Kernel Library for Fortran

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ID 766686

Date 7/13/2023

Version

Public

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Generates chi-square distributed random values.

status = vsrngchisquare( method, stream, n, r, v )

status = vdrngchisquare( method, stream, n, r, v )

Name	Type	Description
method	INTEGER, INTENT(IN)	Generation method. The specific value is: VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA For a description of VSL_RNG_METHOD_CHISQUARE_CHI2GAMMA, see Random Number Generators Naming Conventions.
stream	TYPE (VSL_STREAM_STATE), INTENT(IN)	Descriptor of the stream state structure
n	INTEGER, INTENT(IN)	Number of random values to be generated
v	INTEGER, INTENT(IN)	Degrees of freedom

Name	Type	Description
r	REAL(KIND=4), INTENT(OUT) for vsrngchisquare REAL(KIND=8), INTENT(OUT) for vdrngchisquare	Vector of `n` random numbers with chi-square distribution

Name

Type

Description

REAL(KIND=4), INTENT(OUT) for vsrngchisquare

REAL(KIND=8), INTENT(OUT) for vdrngchisquare

Vector of n random numbers with chi-square distribution

The vRngChiSquare function generates random numbers with chi-square distribution and ν degrees of freedom, ν ∈N, ν > 0.

The probability density function is:

The cumulative distribution function is:

VSL_ERROR_OK, VSL_STATUS_OK: Indicates no error, execution is 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: 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: Callback function for an abstract BRNG returns 0 as the number of updated entries in a buffer.
VSL_RNG_ERROR_QRNG_PERIOD_ELAPSED: Period of the generator has been exceeded.
VSL_RNG_ERROR_NONDETERM_NRETRIES_EXCEEDED: Number of retries to generate a random number by using non-deterministic random number generator exceeds threshold.
VSL_RNG_ERROR_ARS5_NOT_SUPPORTED: ARS-5 random number generator is not supported on the CPU running the application.

Parent topic: Continuous Distributions