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C Library Functions  - expran (3)

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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_expran

Results:

    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.

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Nemo Release 3.1

expran (3)

February 23, 2025

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