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[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
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1 REAL FUNCTION genexp(av)
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2 C**********************************************************************
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3 C
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4 C REAL FUNCTION GENEXP( AV )
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5 C
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6 C GENerate EXPonential random deviate
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7 C
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8 C
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9 C Function
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10 C
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11 C
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12 C Generates a single random deviate from an exponential
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13 C distribution with mean AV.
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14 C
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15 C
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16 C Arguments
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17 C
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18 C
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19 C AV --> The mean of the exponential distribution from which
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20 C a random deviate is to be generated.
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21 C REAL AV
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22 C
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23 C GENEXP <-- The random deviate.
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24 C REAL GENEXP
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25 C
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26 C
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27 C Method
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28 C
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29 C
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30 C Renames SEXPO from TOMS as slightly modified by BWB to use RANF
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31 C instead of SUNIF.
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32 C
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33 C For details see:
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34 C
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35 C Ahrens, J.H. and Dieter, U.
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36 C Computer Methods for Sampling From the
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37 C Exponential and Normal Distributions.
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38 C Comm. ACM, 15,10 (Oct. 1972), 873 - 882.
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39 C
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40 C**********************************************************************
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41 C .. Scalar Arguments ..
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42 REAL av
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43 C ..
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44 C .. External Functions ..
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45 REAL sexpo
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46 EXTERNAL sexpo
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47 C ..
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48 C .. Executable Statements ..
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49 genexp = sexpo()*av
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50 RETURN
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51
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52 END