NAG Library Routine Document

G05PZF

Note: before using this routine, please read the Users' Note for your implementation to check the interpretation of bold italicised terms and other implementation-dependent details.

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

+− 9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

1 Purpose

G05PZF generates a random two-way table.

2 Specification

SUBROUTINE G05PZF ( MODE, NROW, NCOL, TOTR, TOTC, R, LR, STATE, X, LDX, IFAIL)

INTEGER MODE, NROW, NCOL, TOTR(NROW), TOTC(NCOL), LR, STATE(*), X(LDX,NCOL), LDX, IFAIL

REAL (KIND=nag_wp) R(LR)

3 Description

Given

m

row totals

R_{i}

and

n

column totals

C_{j}

(with

\sum_{i = 1}^{m} R_{i} = \sum_{j = 1}^{n} C_{j} = T

, say), G05PZF will generate a pseudorandom two-way table of integers such that the row and column totals are satisfied.

The method used is based on that described by Patefield (1981) which is most efficient when

T

is large relative to the number of table entries

m \times n

(i.e.,

T > 2 m n

). Entries are generated one row at a time and one entry at a time within a row. Each entry is generated using the conditional probability distribution for that entry given the entries in the previous rows and the previous entries in the same row.

A reference vector is used to store computed values that can be reused in the generation of new tables with the same row and column totals. G05PZF can be called to simply set up the reference vector, or to generate a two-way table using a reference vector set up in a previous call, or it can combine both functions in a single call.

One of the initialization routines G05KFF (for a repeatable sequence if computed sequentially) or G05KGF (for a non-repeatable sequence) must be called prior to the first call to G05PZF.

4 References

Patefield W M (1981) An efficient method of generating

R \times C

tables with given row and column totals Appl. Stats. 30 91–97

5 Parameters

1: MODE – INTEGERInput

On entry: a code for selecting the operation to be performed by the routine.

$MODE = 0$: Set up reference vector only.
$MODE = 1$: Generate two-way table using reference vector set up in a prior call to G05PZF.
$MODE = 2$: Set up reference vector and generate two-way table.

Constraint:

MODE = 0

1

2

2: NROW – INTEGERInput

On entry:

m

, the number of rows in the table.

Constraint:

NROW \geq 2

3: NCOL – INTEGERInput

On entry:

n

, the number of columns in the table.

Constraint:

NCOL \geq 2

4: TOTR(NROW) – INTEGER arrayInput

On entry: the

m

row totals,

R_{i}

, for

i = 1, 2, \dots, m

Constraints:

$TOTR (i) \geq 0$ , for $i = 1, 2, \dots, m$ ;
$\sum_{i = 1}^{m} TOTR (i) = \sum_{j = 1}^{n} TOTC (j)$ ;
$\sum_{i} TOTR (i) > 0$ , for $i = 1, 2, \dots, m$ .

5: TOTC(NCOL) – INTEGER arrayInput

On entry: the

n

column totals,

C_{j}

, for

j = 1, 2, \dots, n

Constraints:

$TOTC (j) \geq 0$ , for $j = 1, 2, \dots, n$ ;
$\sum_{j = 1}^{n} TOTC (j) = \sum_{i = 1}^{m} TOTR (i)$ .

6: R(LR) – REAL (KIND=nag_wp) arrayCommunication Array

On entry: if

MODE = 1

, the reference vector from the previous call to G05PZF.

On exit: the reference vector.

7: LR – INTEGERInput

On entry: the dimension of the array R as declared in the (sub)program from which G05PZF is called.

Constraint:

LR \geq \sum_{i = 1}^{m} TOTR (i) + 5

8: STATE( $*$ ) – INTEGER arrayCommunication Array

Note: the actual argument supplied must be the array STATE supplied to the initialization routines G05KFF or G05KGF.

On entry: contains information on the selected base generator and its current state.

On exit: contains updated information on the state of the generator.

9: X(LDX,NCOL) – INTEGER arrayOutput

On exit: if

MODE = 1

2

, a pseudorandom two-way

m

n

table,

X

, with element

X (i, j)

containing the

(i, j)

th entry in the table such that

\sum_{i = 1}^{m} X (i, j) = TOTC (j)

and

\sum_{j = 1}^{n} X (i, j) = TOTR (i)

10: LDX – INTEGERInput

On entry: the first dimension of the array X as declared in the (sub)program from which G05PZF is called.

Constraint:

LDX \geq NROW

11: IFAIL – INTEGERInput/Output

On entry: IFAIL must be set to

0

- 1 ​ or ​ 1

. If you are unfamiliar with this parameter you should refer to Section 3.3 in the Essential Introduction for details.

For environments where it might be inappropriate to halt program execution when an error is detected, the value

- 1 ​ or ​ 1

is recommended. If the output of error messages is undesirable, then the value

1

is recommended. Otherwise, if you are not familiar with this parameter, the recommended value is

0

. When the value $- 1 or 1$ is used it is essential to test the value of IFAIL on exit.

On exit:

IFAIL = 0

unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

If on entry

IFAIL = 0

- 1

, explanatory error messages are output on the current error message unit (as defined by X04AAF).

Errors or warnings detected by the routine:

$IFAIL = 1$: On entry, $MODE \neq 0$ , $1$ or $2$ .

$IFAIL = 2$: On entry, $NROW < 2$ .

$IFAIL = 3$: On entry, $NCOL < 2$ .

$IFAIL = 4$: At least one element of TOTR is negative.

$IFAIL = 5$: At least one element of TOTC is negative.

$IFAIL = 6$: The value of NROW or NCOL is not the same as when R was set up in a previous call to G05PZF with $MODE = 0$ or $2$ .

$IFAIL = 7$: On entry, LR is too small when $MODE = 0$ or $2$ (see Section 5).

$IFAIL = 8$: On entry, STATE vector was not initialized or has been corrupted.

$IFAIL = 10$: On entry, $LDX < NROW$ .

$IFAIL = 15$: The arrays TOTR and TOTC do not sum to the same total.

7 Accuracy

None.

8 Further Comments

None.

9 Example

Following initialization of the pseudorandom number generator by a call to G05KFF, this example generates and prints a

4

3

two-way table, with row totals of

9

11

7

and

23

respectively, and column totals of

16

17

and

17

respectively.

NAG Library Routine DocumentG05PZF

+− Contents

1 Purpose

2 Specification

3 Description

4 References

5 Parameters

6 Error Indicators and Warnings

7 Accuracy

8 Further Comments

9 Example

9.1 Program Text

9.2 Program Data

9.3 Program Results

NAG Library Routine Document

G05PZF