GNU Octave  4.0.0 A high-level interpreted language, primarily intended for numerical computations, mostly compatible with Matlab
gennor.f
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1  REAL FUNCTION gennor(av,sd)
2 C**********************************************************************
3 C
4 C REAL FUNCTION GENNOR( AV, SD )
5 C
6 C GENerate random deviate from a NORmal distribution
7 C
8 C
9 C Function
10 C
11 C
12 C Generates a single random deviate from a normal distribution
13 C with mean, AV, and standard deviation, SD.
14 C
15 C
16 C Arguments
17 C
18 C
19 C AV --> Mean of the normal distribution.
20 C REAL AV
21 C
22 C SD --> Standard deviation of the normal distribution.
23 C REAL SD
24 C JJV (SD >= 0)
25 C
26 C GENNOR <-- Generated normal deviate.
27 C REAL GENNOR
28 C
29 C
30 C Method
31 C
32 C
33 C Renames SNORM from TOMS as slightly modified by BWB to use RANF
35 C
36 C For details see:
37 C Ahrens, J.H. and Dieter, U.
38 C Extensions of Forsythe's Method for Random
39 C Sampling from the Normal Distribution.
40 C Math. Comput., 27,124 (Oct. 1973), 927 - 937.
41 C
42 C
43 C**********************************************************************
44 C .. Scalar Arguments ..
45  REAL av,sd
46 C ..
47 C .. External Functions ..
48  REAL snorm
49  EXTERNAL snorm
50 C ..
51 C .. Executable Statements ..
52 C JJV added check to ensure SD >= 0.0
53  IF (sd.GE.0.0) go to 10
54  WRITE (*,*) 'SD < 0.0 in GENNOR - ABORT'
55  WRITE (*,*) 'Value of SD: ',sd
56  CALL xstopx('SD < 0.0 in GENNOR - ABORT')
57
58  10 gennor = sd*snorm() + av
59  RETURN
60
61  END
real function gennor(av, sd)
Definition: gennor.f:1