random_logarithmic

Generates pseudorandom numbers from a logarithmic distribution.

Synopsis

#include <imsls.h>

int *imsls_f_random_logarithmic(int n_random, float a, …, 0)

The type double function is imsls_d_random_logarithmic.

Required Arguments

int n_random (Input)
Number of random numbers to generate.

float a (Input)
Parameter of the logarithmic distribution. Parameter a must be positive and less than 1.0.

Return Value

An integer array of length n_random containing the random logarithmic deviates.

Synopsis with Optional Arguments

#include <imsls.h>

int *imsls_f_random_logarithmic (int n_random, float a,
IMSLS_RETURN_USER, int ir[],
0)

Optional Arguments

IMSLS_RETURN_USER, int ir[] (Output)
User-supplied integer array of length n_random containing the random logarithmic deviates.

Description

Function imsls_f_random_logarithmic generates pseudorandom numbers from a logarithmic distribution with parameter a. The probability function is

 

for x = 1, 2, 3, ..., and 0 < a < 1

The methods used are described by Kemp (1981) and depend on the value of a. If a is less than 0.95, Kemp’s algorithm LS, which is a “chop-down” variant of an inverse CDF technique, is used. Otherwise, Kemp’s algorithm LK, which gives special treatment to the highly probable values of 1 and 2 is used.

Example

In this example, imsls_f_random_logarithmic generates five pseudorandom logarithmic deviates from a logarithmic distribution with parameter a equal to 0.3.

 

#include <imsls.h>

 

int main()

{

int n_random = 5;

float a = 0.3;

int *ir;

 

imsls_random_seed_set(123457);

 

ir = imsls_f_random_logarithmic(n_random, a,

0);

 

imsls_i_write_matrix("logarithmic random deviates:", 1, n_random, ir,

IMSLS_NO_COL_LABELS,

0);

}

Output

 

logarithmic random deviates:

2 1 1 1 2