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DOUBLE PRECISION FUNCTION genf(dfn,dfd)
C**********************************************************************
C
C DOUBLE PRECISION FUNCTION GENF( DFN, DFD )
C GENerate random deviate from the F distribution
C
C
C Function
C
C
C Generates a random deviate from the F (variance ratio)
C distribution with DFN degrees of freedom in the numerator
C and DFD degrees of freedom in the denominator.
C
C
C Arguments
C
C
C DFN --> Numerator degrees of freedom
C (Must be positive)
C DOUBLE PRECISION DFN
C DFD --> Denominator degrees of freedom
C (Must be positive)
C DOUBLE PRECISION DFD
C
C
C Method
C
C
C Directly generates ratio of chisquare variates
C
C**********************************************************************
include 'stack.h'
C .. Scalar Arguments ..
DOUBLE PRECISION dfd,dfn
C ..
C .. Local Scalars ..
DOUBLE PRECISION xden,xnum
C ..
C JJV changed this code to call sgamma directly
C .. External Functions ..
C DOUBLE PRECISION genchi
C EXTERNAL genchi
DOUBLE PRECISION sgamma
EXTERNAL sgamma
C ..
C .. Executable Statements ..
10 xnum = 2.0*sgamma(dfn/2.0)/dfn
C GENF = ( GENCHI( DFN ) / DFN ) / ( GENCHI( DFD ) / DFD )
xden = 2.0*sgamma(dfd/2.0)/dfd
C JJV changed constant so that it will not underflow at compile time
C JJV while not slowing generator by using double precision or logs.
C IF (.NOT. (xden.LE. (1.0E-38*xnum))) GO TO 20
IF (.NOT. (xden.LE. (1.0E-37*xnum))) GO TO 20
call basout(io,wte,'F: generated numbers would cause overflow')
c WRITE (*,*) ' Numerator ',xnum,' Denominator ',xden
C JJV next 2 lines changed to maintain truncation of large deviates.
C WRITE (*,*) ' GENF returning 1.0E38'
C genf = 1.0E38
call basout(io,wte,' GENF returning 1.0E37')
genf = 1.0E37
GO TO 30
20 genf = xnum/xden
30 RETURN
END
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