gengam.f

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      REAL function gengam(a,r)
C**********************************************************************
C
C     REAL FUNCTION GENGAM( A, R )
C           GENerates random deviates from GAMma distribution
C
C
C                              Function
C
C
C     Generates random deviates from the gamma distribution whose
C     density is
C          (A**R)/Gamma(R) * X**(R-1) * Exp(-A*X)
C
C
C                              Arguments
C
C
C     JJV added the argument ranges supported
C     A --> Location parameter of Gamma distribution
C                              REAL A ( A > 0 )
C
C     R --> Shape parameter of Gamma distribution
C                              REAL R ( R > 0 )
C
C
C                              Method
C
C
C     Renames SGAMMA from TOMS as slightly modified by BWB to use RANF
C     instead of SUNIF.
C
C     For details see:
C               (Case R >= 1.0)
C               Ahrens, J.H. and Dieter, U.
C               Generating Gamma Variates by a
C               Modified Rejection Technique.
C               Comm. ACM, 25,1 (Jan. 1982), 47 - 54.
C     Algorithm GD
C
C     JJV altered the following to reflect sgamma argument ranges
C               (Case 0.0 < R < 1.0)
C               Ahrens, J.H. and Dieter, U.
C               Computer Methods for Sampling from Gamma,
C               Beta, Poisson and Binomial Distributions.
C               Computing, 12 (1974), 223-246/
C     Adapted algorithm GS.
C
C**********************************************************************
C     .. Scalar Arguments ..
      REAL a,r
C     ..
C     .. External Functions ..
      REAL sgamma
      EXTERNAL sgamma
C     ..
C     .. Executable Statements ..
 
C     JJV added argument value checker
      IF ( a.GT.0.0 .AND. r.GT.0.0 ) GO TO 10
      WRITE (*,*) 'In GENGAM - Either (1) Location param A <= 0.0 or'
      WRITE (*,*) '(2) Shape param R <= 0.0 - ABORT!'
      WRITE (*,*) 'A value: ',a,'R value: ',r
      CALL xstopx
     + ('Location or shape param out of range in GENGAM - ABORT!')
C     JJV end addition
 
 10   gengam = sgamma(r)/a
C      gengam = gengam/a
      RETURN
 
      END