C Library Functions - expran (3)
NAME
expran(3f) - [M_datapac:RANDOM] generate exponential random numbers
CONTENTS
Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References
SYNOPSIS
SUBROUTINE EXPRAN(N,Iseed,X)
INTEGER,intent(in) :: N INTEGER,intent(inout) :: Iseed REAL(kind=wp),intent(out) :: X(:)
DESCRIPTION
EXPRAN(3f) generates a random sample of size N from the exponential distribution with mean = 1 and standard deviation = 1.This distribution is defined for all non-negative X, and has the probability density function
f(X) = exp(-X)
INPUT ARGUMENTS
N The desired integer number of random numbers to be generated. ISEED An integer seed value. Should be set to a non-negative value to start a new sequence of values. Will be set to -1 on return to indicate the next call should continue the current random sequence walk.
OUTPUT ARGUMENTS
X A vector (of dimension at least N) into which the generated random sample of size N from the exponential distribution will be placed.
EXAMPLES
Sample program:
program demo_expran use m_datapac, only : expran, plott, label, plotxt, sort implicit none integer,parameter :: n=300 real :: x(n) integer :: iseed call label(’expran’) iseed=12345 call expran(n,iseed,x) call plotxt(x,n) call sort(x,n,x) ! sort to show distribution call plotxt(x,n) end program demo_expranResults:
THE FOLLOWING IS A PLOT OF X(I) (VERTICALLY) VERSUS I (HORIZONTALLY
I-----------I-----------I-----------I-----------I
0.4256731E+01 - X X X
0.4079369E+01 I X
0.3902006E+01 I
0.3724644E+01 I X
0.3547282E+01 I X
0.3369920E+01 I X X
0.3192558E+01 -
0.3015196E+01 I
0.2837834E+01 I X
0.2660472E+01 I X X
0.2483110E+01 I X X X X X
0.2305748E+01 I X X X XX XX X X
0.2128386E+01 - X X XX X X X X X
0.1951024E+01 I X X X XX X X X
0.1773661E+01 I X X X X X
0.1596299E+01 I X X X X X XX X
0.1418937E+01 I X X X X X X X
0.1241575E+01 I X X XX X X X X XX X X
0.1064213E+01 - X X X X X XXXX XX XX X
0.8868508E+00 I XXX X X X X XX XX XX X XX XX
0.7094889E+00 I XXXXX XXX X X XX XX XXX X XX XXX X
0.5321269E+00 I X XXX XX X X X XXX XXX X XXX XXXX XX
0.3547647E+00 I XXXX XXX XX X XX XXX X X XXX X XXXXX XXXX XX
0.1774025E+00 I X XXX XXX XXX X XXXXX XX X X XX X X XXXX X
0.4065119E-04 - X XX X X XX XX XX XX X X X X XXX
I-----------I-----------I-----------I-----------I
0.1000E+01 0.7575E+02 0.1505E+03 0.2252E+03 0.3000E+03
THE FOLLOWING IS A PLOT OF X(I) (VERTICALLY) VERSUS I (HORIZONTALLY
I-----------I-----------I-----------I-----------I
0.4256731E+01 - X
0.4079369E+01 I X
0.3902006E+01 I
0.3724644E+01 I X
0.3547282E+01 I X
0.3369920E+01 I X
0.3192558E+01 -
0.3015196E+01 I
0.2837834E+01 I X
0.2660472E+01 I XX
0.2483110E+01 I XX
0.2305748E+01 I XX
0.2128386E+01 - XXX
0.1951024E+01 I XX
0.1773661E+01 I XX
0.1596299E+01 I XX
0.1418937E+01 I XXX
0.1241575E+01 I XXX
0.1064213E+01 - XXXX
0.8868508E+00 I XXXX
0.7094889E+00 I XXXXX
0.5321269E+00 I XXXXXXX
0.3547647E+00 I XXXXXXX
0.1774025E+00 I XXXXXXXX
0.4065119E-04 - XXXXX
I-----------I-----------I-----------I-----------I
0.1000E+01 0.7575E+02 0.1505E+03 0.2252E+03 0.3000E+03
AUTHOR
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
MAINTAINER
John Urban, 2022.05.31
LICENSE
CC0-1.0
REFERENCES
o Tocher, The Art of Simulation, 1963, pages 14, 35-36. o Hammersley and Handscomb, Monte Carlo Methods, 1964, page 36. o Filliben, ’The Percent Point Function’, (unpublished manuscript), 1970, pages 28-31. o Johnson and Kotz, Continuous Univariate Distributions--1, 1970, pages 207-232. o Hastings and Peacock, Statistical Distributions--A Handbook for Students and Practitioners, 1975, page 58.
| Nemo Release 3.1 | expran (3) | July 22, 2023 |
