Functions and CALL Routines |
Category: | Random Number |
Tip: | If you want to change the seed value during execution, you must use the CALL RANEXP routine instead of the RANEXP function. |
Syntax | |
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Details | |
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See Also |
Syntax |
RANEXP(seed) |
is a numeric constant, variable, or expression with an integer value. If seed 0, the time of day is used to initialize the seed stream.
Range: | seed < 231-1 |
See: | Seed Values for more information about seed values |
Details |
The RANEXP function returns a variate that is generated from an exponential distribution with parameter 1. An inverse transform method applied to a RANUNI uniform variate is used.
An exponential variate X with parameter LAMBDA can be generated:
x=ranexp(seed)/lambda;
An extreme value variate X with location parameter ALPHA and scale parameter BETA can be generated:
x=alpha-beta*log(ranexp(seed));
A geometric variate X with parameter P can be generated as follows:
x=floor(-ranexp(seed)/log(1-p));
For a discussion about seeds and streams of data, as well as examples of using the random-number functions, see Generating Multiple Variables from One Seed in Random-Number Functions.
Comparisons |
The CALL RANEXP routine, an alternative to the RANEXP function, gives greater control of the seed and random number streams.
See Also |
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