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DOUBLE PRECISION FUNCTION gennch(df,xnonc)
C**********************************************************************
C
C DOUBLE PRECISION FUNCTION GENNCH( DF, XNONC )
C Generate random value of Noncentral CHIsquare variable
C
C
C Function
C
C
C Generates random deviate from the distribution of a noncentral
C chisquare with DF degrees of freedom and noncentrality parameter
C XNONC.
C
C
C Arguments
C
C
C DF --> Degrees of freedom of the chisquare
C (Must be >= 1.0)
C DOUBLE PRECISION DF
C
C XNONC --> Noncentrality parameter of the chisquare
C (Must be >= 0.0)
C DOUBLE PRECISION XNONC
C
C
C Method
C
C
C Uses fact that noncentral chisquare is the sum of a chisquare
C deviate with DF-1 degrees of freedom plus the square of a normal
C deviate with mean sqrt(XNONC) and standard deviation 1.
C
C**********************************************************************
C .. Scalar Arguments ..
DOUBLE PRECISION df,xnonc
C ..
C .. External Functions ..
C JJV changed these to call SGAMMA and SNORM directly
C DOUBLE PRECISION genchi,gennor
C EXTERNAL genchi,gennor
DOUBLE PRECISION sgamma,snorm
EXTERNAL sgamma,snorm
C ..
C .. Intrinsic Functions ..
INTRINSIC sqrt
C ..
C JJV changed abort to df < 1, and added case: df = 1
C .. Executable Statements ..
C JJV changed this to call SGAMMA and SNORM directly
C gennch = genchi(df-1.0) + gennor(sqrt(xnonc),1.0)**2
10 IF (df.GE.1.000001) GO TO 20
C JJV case DF = 1.0
gennch = (snorm() + sqrt(xnonc))**2
GO TO 30
C JJV case DF > 1.0
20 gennch = 2.0*sgamma((df-1.0)/2.0) + (snorm() + sqrt(xnonc))**2
30 RETURN
END
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