00001 REAL FUNCTION gennor(av,sd) 00002 C********************************************************************** 00003 C 00004 C REAL FUNCTION GENNOR( AV, SD ) 00005 C 00006 C GENerate random deviate from a NORmal distribution 00007 C 00008 C 00009 C Function 00010 C 00011 C 00012 C Generates a single random deviate from a normal distribution 00013 C with mean, AV, and standard deviation, SD. 00014 C 00015 C 00016 C Arguments 00017 C 00018 C 00019 C AV --> Mean of the normal distribution. 00020 C REAL AV 00021 C 00022 C SD --> Standard deviation of the normal distribution. 00023 C REAL SD 00024 C JJV (SD >= 0) 00025 C 00026 C GENNOR <-- Generated normal deviate. 00027 C REAL GENNOR 00028 C 00029 C 00030 C Method 00031 C 00032 C 00033 C Renames SNORM from TOMS as slightly modified by BWB to use RANF 00034 C instead of SUNIF. 00035 C 00036 C For details see: 00037 C Ahrens, J.H. and Dieter, U. 00038 C Extensions of Forsythe's Method for Random 00039 C Sampling from the Normal Distribution. 00040 C Math. Comput., 27,124 (Oct. 1973), 927 - 937. 00041 C 00042 C 00043 C********************************************************************** 00044 C .. Scalar Arguments .. 00045 REAL av,sd 00046 C .. 00047 C .. External Functions .. 00048 REAL snorm 00049 EXTERNAL snorm 00050 C .. 00051 C .. Executable Statements .. 00052 C JJV added check to ensure SD >= 0.0 00053 IF (sd.GE.0.0) GO TO 10 00054 WRITE (*,*) 'SD < 0.0 in GENNOR - ABORT' 00055 WRITE (*,*) 'Value of SD: ',sd 00056 CALL XSTOPX ('SD < 0.0 in GENNOR - ABORT') 00057 00058 10 gennor = sd*snorm() + av 00059 RETURN 00060 00061 END
1.7.1
