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liboctave
cruft
ranlib
gennor.f
Go to the documentation of this file.
1
REAL
FUNCTION
gennor
(av,sd)
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C**********************************************************************
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C
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C REAL FUNCTION GENNOR( AV, SD )
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C
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C GENerate random deviate from a NORmal distribution
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C
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C
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C Function
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C
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C
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C Generates a single random deviate from a normal distribution
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C with mean, AV, and standard deviation, SD.
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C
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C
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C Arguments
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C
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C
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C AV --> Mean of the normal distribution.
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C REAL AV
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C
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C SD --> Standard deviation of the normal distribution.
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C REAL SD
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C JJV (SD >= 0)
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C
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C GENNOR <-- Generated normal deviate.
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C REAL GENNOR
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C
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C
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C Method
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C
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C
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C Renames SNORM from TOMS as slightly modified by BWB to use RANF
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C instead of SUNIF.
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C
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C For details see:
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C Ahrens, J.H. and Dieter, U.
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C Extensions of Forsythe's Method for Random
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C Sampling from the Normal Distribution.
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C Math. Comput., 27,124 (Oct. 1973), 927 - 937.
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C
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C
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C**********************************************************************
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C .. Scalar Arguments ..
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REAL
av,sd
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C ..
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C .. External Functions ..
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REAL
snorm
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EXTERNAL
snorm
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C ..
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C .. Executable Statements ..
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C JJV added check to ensure SD >= 0.0
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IF
(sd.GE.0.0) go to 10
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WRITE
(*,*)
'SD < 0.0 in GENNOR - ABORT'
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WRITE
(*,*)
'Value of SD: '
,sd
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CALL xstopx(
'SD < 0.0 in GENNOR - ABORT'
)
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10
gennor
= sd*
snorm
() + av
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RETURN
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END
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1.8.1.2