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INTEGER FUNCTION ignnbn(n,p)
C**********************************************************************
C
C INTEGER FUNCTION IGNNBN( N, P )
C
C GENerate Negative BiNomial random deviate
C
C
C Function
C
C
C Generates a single random deviate from a negative binomial
C distribution.
C
C
C Arguments
C
C
C N --> Required number of events.
C INTEGER N
C JJV (N > 0)
C
C P --> The probability of an event during a Bernoulli trial.
C DOUBLE PRECISION P
C JJV (0.0 < P < 1.0)
C
C
C
C Method
C
C
C Algorithm from page 480 of
C
C Devroye, Luc
C
C Non-Uniform Random Variate Generation. Springer-Verlag,
C New York, 1986.
C
C**********************************************************************
C ..
C .. Scalar Arguments ..
DOUBLE PRECISION p
INTEGER n
C ..
C .. Local Scalars ..
DOUBLE PRECISION y,a,r
C ..
C .. External Functions ..
C JJV changed to call SGAMMA directly
C DOUBLE PRECISION gengam
DOUBLE PRECISION sgamma
INTEGER ignpoi
C EXTERNAL gengam,ignpoi
EXTERNAL sgamma,ignpoi
C ..
C .. Intrinsic Functions ..
INTRINSIC real
C ..
C .. Executable Statements ..
C Check Arguments
C JJV changed argumnet checker to abort if N <= 0
C See Rand,c
C Generate Y, a random gamma (n,(1-p)/p) variable
C JJV Note: the above parametrization is consistent with Devroye,
C JJV but gamma (p/(1-p),n) is the equivalent in our code
10 r = dble(n)
a = p/ (1.0-p)
C y = gengam(a,r)
y = sgamma(r)/a
C Generate a random Poisson(y) variable
ignnbn = ignpoi(y)
RETURN
END
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