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annotate libcruft/ranlib/genf.f @ 5915:b2e1be30c8e9 ss-2-9-7

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[project @ 2006-07-28 18:08:56 by jwe]
author jwe
date Fri, 28 Jul 2006 18:08:56 +0000
parents df7c57a6639d
children 0e71ead7359d
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1 REAL FUNCTION genf(dfn,dfd)
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2 C**********************************************************************
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3 C
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4 C REAL FUNCTION GENF( DFN, DFD )
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5 C GENerate random deviate from the F distribution
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6 C
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7 C
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8 C Function
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9 C
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10 C
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11 C Generates a random deviate from the F (variance ratio)
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12 C distribution with DFN degrees of freedom in the numerator
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13 C and DFD degrees of freedom in the denominator.
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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 DFN --> Numerator degrees of freedom
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20 C (Must be positive)
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21 C REAL DFN
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22 C DFD --> Denominator degrees of freedom
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23 C (Must be positive)
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24 C REAL DFD
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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 Directly generates ratio of chisquare variates
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31 C
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32 C**********************************************************************
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33 C .. Scalar Arguments ..
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34 REAL dfd,dfn
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35 C ..
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36 C .. Local Scalars ..
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37 REAL xden,xnum
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38 C ..
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39 C JJV changed this code to call sgamma directly
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40 C .. External Functions ..
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41 C REAL genchi
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42 C EXTERNAL genchi
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43 REAL sgamma
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44 EXTERNAL sgamma
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45 C ..
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46 C .. Executable Statements ..
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47 IF (.NOT. (dfn.LE.0.0.OR.dfd.LE.0.0)) GO TO 10
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48 WRITE (*,*) 'Degrees of freedom nonpositive in GENF - abort!'
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49 WRITE (*,*) 'DFN value: ',dfn,'DFD value: ',dfd
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50 STOP 'Degrees of freedom nonpositive in GENF - abort!'
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51
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52 10 xnum = 2.0*sgamma(dfn/2.0)/dfn
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53
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54 C GENF = ( GENCHI( DFN ) / DFN ) / ( GENCHI( DFD ) / DFD )
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55 xden = 2.0*sgamma(dfd/2.0)/dfd
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56 C JJV changed constant so that it will not underflow at compile time
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57 C JJV while not slowing generator by using double precision or logs.
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58 C IF (.NOT. (xden.LE. (1.0E-38*xnum))) GO TO 20
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59 IF (.NOT. (xden.LE. (1.0E-37*xnum))) GO TO 20
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60 WRITE (*,*) ' GENF - generated numbers would cause overflow'
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61 WRITE (*,*) ' Numerator ',xnum,' Denominator ',xden
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62 C JJV next 2 lines changed to maintain truncation of large deviates.
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63 C WRITE (*,*) ' GENF returning 1.0E38'
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64 C genf = 1.0E38
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65 WRITE (*,*) ' GENF returning 1.0E37'
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66 genf = 1.0E37
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67 GO TO 30
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68
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69 20 genf = xnum/xden
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70 30 RETURN
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71
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72 END