rndExp#

Purpose#

Computes exponentially distributed random numbers with a choice of underlying random number generator.

Format#

r = rndExp(rows, cols, scale)#
{ r, newstate } = rndExp(rows, cols, scale, state)
Parameters:

  • rows (scalar) – number of rows of resulting matrix.

  • cols (scalar) – number of columns of resulting matrix.

  • scale (scalar or matrix) – scalar or matrix that is ExE conformable with the dimensions of the output. The scale parameter sometimes called \(\beta\)

  • state (scalar or opaque vector) –

    Optional argument.

    scalar case

    state = starting seed value only. If -1, GAUSS computes the starting seed based on the system clock.

    opaque vector case

    state = the state vector returned from a previous call to one of the rnd random number functions.

Returns:

  • r (rows x cols matrix) – exponentially distributed random numbers.

  • newstate (Opaque vector) – the updated state.

Remarks#

The properties of the pseudo-random numbers in x are specified in terms of the scale parameter sometimes called \(\beta\). This is the reciprocal of the rate parameter which is sometimes called \(\lambda\):

\[\begin{split}E(x) = scale = \beta = 1/rate = 1/\lambda\\ Var(x) = scale^2 =\beta^2 = 1/rate^2 = 1/\lambda^2\end{split}\]

Examples#

// Set seed for repeatable output
rndseed 12345;

// Generate a 3x2 matrix of exponential
// random numbers with scale = 2
x = rndExp(3, 2, 2);
print x;

After the code above, x is:

0.19999741        1.6175607
0.54211710        4.0899319
 1.3480216        5.5601364

See also

Functions rndCreateState(), rndStateSkip()

On this page