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DOUBLE PRECISION FUNCTION gennf(dfn,dfd,xnonc)
C**********************************************************************
C
C DOUBLE PRECISION FUNCTION GENNF( DFN, DFD, XNONC )
C GENerate random deviate from the Noncentral F distribution
C
C
C Function
C
C
C Generates a random deviate from the noncentral F (variance ratio)
C distribution with DFN degrees of freedom in the numerator, and DFD
C degrees of freedom in the denominator, and noncentrality parameter
C XNONC.
C
C
C Arguments
C
C
C DFN --> Numerator degrees of freedom
C (Must be >= 1.0)
C DOUBLE PRECISION DFN
C DFD --> Denominator degrees of freedom
C (Must be positive)
C DOUBLE PRECISION DFD
C
C XNONC --> Noncentrality parameter
C (Must be nonnegative)
C DOUBLE PRECISION XNONC
C
C
C Method
C
C
C Directly generates ratio of noncentral numerator chisquare variate
C to central denominator chisquare variate.
C
C**********************************************************************
include 'stack.h'
C .. Scalar Arguments ..
DOUBLE PRECISION dfd,dfn,xnonc
C ..
C .. Local Scalars ..
DOUBLE PRECISION xden,xnum
C ..
C .. External Functions ..
C JJV changed the code to call SGAMMA and SNORM directly
C DOUBLE PRECISION genchi,gennch
C EXTERNAL genchi,gennch
DOUBLE PRECISION sgamma,snorm
EXTERNAL sgamma,snorm
C ..
C .. Executable Statements ..
C JJV changed the argument checker to allow DFN = 1.0
C JJV in the same way as GENNCH was changed.
C GENNF = ( GENNCH( DFN, XNONC ) / DFN ) / ( GENCHI( DFD ) / DFD )
C JJV changed this to call SGAMMA and SNORM directly
C xnum = gennch(dfn,xnonc)/dfn
10 IF (dfn.GE.1.000001) GO TO 20
C JJV case dfn = 1.0 - here I am treating dfn as exactly 1.0
xnum = (snorm() + sqrt(xnonc))**2
GO TO 30
C JJV case dfn > 1.0
20 xnum = (2.0*sgamma((dfn-1.0)/2.0) + (snorm()+sqrt(xnonc))**2)/dfn
C xden = genchi(dfd)/dfd
30 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 40
IF (.NOT. (xden.LE. (1.0E-37*xnum))) GO TO 40
call basout(io,wte,'nf: Generated numbers would cause overflow')
C JJV next 2 lines changed to maintain truncation of large deviates.
C WRITE (*,*) ' GENNF returning 1.0E38'
C gennf = 1.0E38
call basout(io,wte,' returning 1.0E37')
gennf = 1.0E37
GO TO 50
40 gennf = xnum/xden
50 RETURN
END
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