blob: ab6ad120b2a7fd1d8eb1ce9452f1f78f35a7d44a (
plain)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
|
DOUBLE PRECISION FUNCTION genexp(av)
C**********************************************************************
C
C DOUBLE PRECISION FUNCTION GENEXP( AV )
C
C GENerate EXPonential random deviate
C
C
C Function
C
C
C Generates a single random deviate from an exponential
C distribution with mean AV.
C
C
C Arguments
C
C
C AV --> The mean of the exponential distribution from which
C a random deviate is to be generated.
C DOUBLE PRECISION AV
C JJV (AV >= 0)
C
C GENEXP <-- The random deviate.
C DOUBLE PRECISION GENEXP
C
C
C Method
C
C
C Renames SEXPO from TOMS as slightly modified by BWB to use RANF
C instead of SUNIF.
C
C For details see:
C
C Ahrens, J.H. and Dieter, U.
C Computer Methods for Sampling From the
C Exponential and Normal Distributions.
C Comm. ACM, 15,10 (Oct. 1972), 873 - 882.
C
C**********************************************************************
C .. Scalar Arguments ..
DOUBLE PRECISION av
C ..
C .. External Functions ..
DOUBLE PRECISION sexpo
EXTERNAL sexpo
C ..
C .. Executable Statements ..
C JJV added check to ensure AV >= 0.0
10 genexp = sexpo()*av
RETURN
END
|