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DRANDSTUDENTST / SRANDSTUDENTST
Generates a vector of random variates from a Students T distribution with probability density function, f(X), where: f(X) = [((v - 1) / 2)!] / [(v / 2 - 1)! * sqrt(Pi * v) * (1 + X^2 / v)^((v + 1) / 2). Here v is the degrees of freedom, DF.
(Note that SRANDSTUDENTST is the single precision version of DRANDSTUDENTST. The argument lists of both routines are identical except that any double precision arguments of DRANDSTUDENTST are replaced in SRANDSTUDENTST 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
DRANDSTUDENTST
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 Students T 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 Students T distribution CALL DRANDSTUDENTST(N,DF,STATE,X,INFO) C Print the results WRITE(6,*) (X(I),I=1,N) |