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DRANDGAMMA / SRANDGAMMA

Generates a vector of random variates from a Gamma distribution with probability density function, f(X), where: f(X) = [X^(A - 1) * exp(-X / B)] / [B^A * Gamma(A)], if X >= 0 and A,B > 0.0, otherwise f(X) = 0.

(Note that SRANDGAMMA is the single precision version of DRANDGAMMA. The argument lists of both routines are identical except that any double precision arguments of DRANDGAMMA are replaced in SRANDGAMMA by single precision arguments - type REAL in FORTRAN or type float in C).

— SUBROUTINE: DRANDGAMMA (N,A,B,STATE,X,INFO)
— Input: INTEGER N

On input: number of variates required.
Constraint: N>=0.

— Input: DOUBLE PRECISION A

On input: first parameter of the distribution.
Constraint: A>0.

— Input: DOUBLE PRECISION B

On input: second parameter of the distribution.
Constraint: B>0.

— 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 DRANDGAMMA 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.

— Output: DOUBLE PRECISION X(N)

On output: vector of variates from the specified distribution.

— Output: INTEGER INFO

On output: INFO is an error indicator. On successful exit, INFO contains 0. If INFO = -i on exit, the i-th argument had an illegal value. 

     Example:
     

     
          C      Generate 100 values from the Gamma 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 Gamma distribution
                 CALL DRANDGAMMA(N,A,B,STATE,X,INFO)
          
          C      Print the results
                 WRITE(6,*) (X(I),I=1,N)