GNU Octave 10.1.0
A high-level interpreted language, primarily intended for numerical computations, mostly compatible with Matlab
 
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gennor.f
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1 REAL function gennor(av,sd)
2C**********************************************************************
3C
4C REAL FUNCTION GENNOR( AV, SD )
5C
6C GENerate random deviate from a NORmal distribution
7C
8C
9C Function
10C
11C
12C Generates a single random deviate from a normal distribution
13C with mean, AV, and standard deviation, SD.
14C
15C
16C Arguments
17C
18C
19C AV --> Mean of the normal distribution.
20C REAL AV
21C
22C SD --> Standard deviation of the normal distribution.
23C REAL SD
24C JJV (SD >= 0)
25C
26C GENNOR <-- Generated normal deviate.
27C REAL GENNOR
28C
29C
30C Method
31C
32C
33C Renames SNORM from TOMS as slightly modified by BWB to use RANF
34C instead of SUNIF.
35C
36C For details see:
37C Ahrens, J.H. and Dieter, U.
38C Extensions of Forsythe's Method for Random
39C Sampling from the Normal Distribution.
40C Math. Comput., 27,124 (Oct. 1973), 927 - 937.
41C
42C
43C**********************************************************************
44C .. Scalar Arguments ..
45 REAL av,sd
46C ..
47C .. External Functions ..
48 REAL snorm
49 EXTERNAL snorm
50C ..
51C .. Executable Statements ..
52C 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:2
real function snorm()
Definition snorm.f:2