Functions and CALL Routines |
Category: | Random Number |
Tip: | If you want to change the seed value during execution, you must use the CALL RANGAM routine instead of the RANGAM function. |
Syntax | |
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Details | |
Comparisons | |
See Also |
Syntax |
RANGAM(seed,a) |
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 |
is a numeric constant, variable, or expression that specifies the shape parameter.
Range: | a > 0 |
Details |
The RANGAM function returns a variate that is generated from a gamma distribution with parameter a. For a > 1, an acceptance-rejection method due to Cheng (1977) (See References) is used. For a 1, an acceptance-rejection method due to Fishman is used (1978, Algorithm G2) (See References).
A gamma variate X with shape parameter ALPHA and scale BETA can be generated:
x=beta*rangam(seed,alpha);
If 2*ALPHA is an integer, a chi-square variate X with 2*ALPHA degrees of freedom can be generated:
x=2*rangam(seed,alpha);
If N is a positive integer, an Erlang variate X can be generated:
x=beta*rangam(seed,N);
It has the distribution of the sum of N independent exponential variates whose means are BETA.
And finally, a beta variate X with parameters ALPHA and BETA can be generated:
y1=rangam(seed,alpha); y2=rangam(seed,beta); x=y1/(y1+y2);
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 RANGAM routine, an alternative to the RANGAM function, gives greater control of the seed and random number streams.
See Also |
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