init_zigexp init_zigexp_r zigexp zigexp_r

zigexp_r() void zigexp_r ( double  theta, double *  r, int  ii, double  yy, int *  irev  ) Generate random numbers following exponential distribution (Ziggurat method) (reverse communication version) Purpose This routine generates random numbers following exponential distribution Exp(θ). The given uniform random numbers are transformed to the exponential random numbers by Ziggurat method. Parameters [in] theta The parameter θ of the exponential distribution Exp(θ). [out] r Exponential random number (>= 0). [in] ii irev = 1: The integer uniform random number should be given in the next call. Only the lowest 7 or 8 bits (specified by init_zigexp_r()) are used. [in] yy irev = 2 to 4: The uniform random number in the interval [0, 1) should be given in yy in the next call. [in,out] irev Control variable for reverse communication. [in] Before first call, irev should be initialized to zero. On succeeding calls, irev should not be altered. [out] If irev is not zero, complete the following tasks and call this routine again without changing irev. = 0: Computation finished. = 1: User should set the integer uniform random number in ii. Do not alter any variables other than ii. = 2, 3: User should set the uniform random number in the interval [0, 1) in yy. Do not alter any variables other than yy. Note This function should be initialized by init_zigexp_r() before generating random numbers. If this function is called without initialization, it will be automatically initialized with default parameter. Reference Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)