rndGeo#

Purpose#

Computes geometric pseudo-random numbers with a choice of underlying random number generator.

Format#

y = rndGeo(r, c, prob)#
{ y, newstate } = rndGeo(r, c, prob, state)
Parameters:

  • r (scalar) – row dimension.

  • c (scalar) – column dimension.

  • prob (scalar or matrix) – probability parameter, scalar or matrix ExE conformable with r and c columns

  • 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:

  • y (RxC matrix) – of geometrically distributed random numbers.

  • newstate (Opaque vector) – the updated state.

Remarks#

The properties of the pseudo-random numbers in y are:

\[ \begin{align}\begin{aligned}E(y) = \frac{1 - prob}{prob}\\Var(y) = \frac{1 - prob}{prob^2}\end{aligned}\end{align} \]

r and c will be truncated to integers if necessary.

Examples#

// Set seed for repeatable output
rndseed 12345;

// Generate a 3x2 matrix of geometric
// random numbers with probability = 0.4
y = rndGeo(3, 2, 0.4);
print y;

After the code above, y is:

0.0000000        1.0000000
0.0000000        4.0000000
1.0000000        5.0000000

See also

Functions rndCreateState(), rndStateSkip()

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