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DRANDBETA / SRANDBETA
Generates a vector of random variates from a beta distribution with probability density function, f(X), where: f(X) = [Gamma(A + B) * X^(A - 1) * (1 - X)^(B - 1)] / [Gamma(A) * Gamma(B)], if 0 <= X <= 1; A,B > 0.0, otherwise f(X) = 0.
(Note that SRANDBETA is the single precision version of DRANDBETA. The argument lists of both routines are identical except that any double precision arguments of DRANDBETA are replaced in SRANDBETA by single precision arguments - type REAL in FORTRAN or type float in C).
— Input/Output: INTEGER STATE(*)
The STATE vector holds information on the state of the base generator being used and as such its minimum length varies. Prior to calling
DRANDBETA
STATE must have been initialized. See Initialization of the Base Generators for information on initialization of the STATE variable.
On input: the current state of the base generator.
On output: the updated state of the base generator.
Example:
C Generate 100 values from the Beta distribution INTEGER LSTATE,N PARAMETER (LSTATE=16,N=100) INTEGER I,INFO,SEED(1),STATE(LSTATE) DOUBLE PRECISION A,B DOUBLE PRECISION X(N) C Set the seed SEED(1) = 1234 C Read in the distributional parameters READ(5,*) A,B C Initialize the STATE vector CALL DRANDINITIALIZE(1,1,SEED,1,STATE,LSTATE,INFO) C Generate N variates from the Beta distribution CALL DRANDBETA(N,A,B,STATE,X,INFO) C Print the results WRITE(6,*) (X(I),I=1,N) |