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DRANDCHISQUARED / SRANDCHISQUARED
Generates a vector of random variates from a chi-squared distribution with probability density function, f(X), where: f(X) = [X^(v / 2 - 1) * exp(-X / 2)] / [2^(v / 2) * (v / 2 - 1)!], if X > 0, otherwise f(X) = 0. Here v is the degrees of freedom, DF.
(Note that SRANDCHISQUARED is the single precision version of DRANDCHISQUARED. The argument lists of both routines are identical except that any double precision arguments of DRANDCHISQUARED are replaced in SRANDCHISQUARED 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
DRANDCHISQUARED
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 Chi-squared distribution INTEGER LSTATE,N PARAMETER (LSTATE=16,N=100) INTEGER I,INFO,SEED(1),STATE(LSTATE) INTEGER DF DOUBLE PRECISION X(N) C Set the seed SEED(1) = 1234 C Read in the distributional parameters READ(5,*) DF C Initialize the STATE vector CALL DRANDINITIALIZE(1,1,SEED,1,STATE,LSTATE,INFO) C Generate N variates from the Chi-squared distribution CALL DRANDCHISQUARED(N,DF,STATE,X,INFO) C Print the results WRITE(6,*) (X(I),I=1,N) |