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DRANDGAUSSIAN / DRANDGAUSSIAN
Generates a vector of random variates from a Gaussian distribution with probability density function, f(X), where: f(X) = [exp([-(X - m)^2] / [2s^2])] / [s * sqrt(2 * Pi)]. Here m is the mean, (XMU), and s^2 is the variance, (VAR) of the distribution.
(Note that SRANDGAUSSIAN is the single precision version of DRANDGAUSSIAN. The argument lists of both routines are identical except that any double precision arguments of DRANDGAUSSIAN are replaced in SRANDGAUSSIAN 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
DRANDGAUSSIAN
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 Gaussian distribution INTEGER LSTATE,N PARAMETER (LSTATE=16,N=100) INTEGER I,INFO,SEED(1),STATE(LSTATE) DOUBLE PRECISION XMU,VAR DOUBLE PRECISION X(N) C Set the seed SEED(1) = 1234 C Read in the distributional parameters READ(5,*) XMU,VAR C Initialize the STATE vector CALL DRANDINITIALIZE(1,1,SEED,1,STATE,LSTATE,INFO) C Generate N variates from the Gaussian distribution CALL DRANDGAUSSIAN(N,XMU,VAR,STATE,X,INFO) C Print the results WRITE(6,*) (X(I),I=1,N) |