Mercurial > hg > octave-lyh
diff libcruft/ranlib/gennor.f @ 2329:30c606bec7a8
[project @ 1996-07-19 01:29:05 by jwe]
Initial revision
author | jwe |
---|---|
date | Fri, 19 Jul 1996 01:29:55 +0000 |
parents | |
children | df7c57a6639d |
line wrap: on
line diff
new file mode 100644 --- /dev/null +++ b/libcruft/ranlib/gennor.f @@ -0,0 +1,54 @@ + REAL FUNCTION gennor(av,sd) +C********************************************************************** +C +C REAL FUNCTION GENNOR( AV, SD ) +C +C GENerate random deviate from a NORmal distribution +C +C +C Function +C +C +C Generates a single random deviate from a normal distribution +C with mean, AV, and standard deviation, SD. +C +C +C Arguments +C +C +C AV --> Mean of the normal distribution. +C REAL AV +C +C SD --> Standard deviation of the normal distribution. +C REAL SD +C +C GENNOR <-- Generated normal deviate. +C REAL GENNOR +C +C +C Method +C +C +C Renames SNORM from TOMS as slightly modified by BWB to use RANF +C instead of SUNIF. +C +C For details see: +C Ahrens, J.H. and Dieter, U. +C Extensions of Forsythe's Method for Random +C Sampling from the Normal Distribution. +C Math. Comput., 27,124 (Oct. 1973), 927 - 937. +C +C +C********************************************************************** +C .. Scalar Arguments .. + REAL av,sd +C .. +C .. External Functions .. + REAL snorm + EXTERNAL snorm +C .. +C .. Executable Statements .. + gennor = sd*snorm() + av + RETURN + + END