C Library Functions  - fran (3)

NAME

fran(3f) - [M_datapac:RANDOM] generate F random numbers

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE FRAN(N,Nu1,Nu2,Istart,X)

       INTEGER,intent(in)        :: N
       INTEGER,intent(in)        :: Nu1
       INTEGER,intent(in)        :: Nu2
       INTEGER,intent(inout)     :: Istart
       REAL(kind=wp),intent(out) :: X(:)

DESCRIPTION

FRAN(3f) generates a random sample of size n from the F distribution with integer degrees of freedom parameters = NU1 AND NU2.

This distribution is defined for all non-negative x.

The probability density function is given in the references below.

INPUT ARGUMENTS

N The desired integer number of random numbers to be generated.
NU1 The integer degrees of freedom for the numerator of the F ratio. nu1 should be a positive integer variable.
NU2 The integer degrees of freedom NU2 should be a positive integer variable for the denominator of the F ratio.
ISTART An integer flag code which (if set to 0) will start the generator over and hence produce the same random sample over and over again upon successive calls to this subroutine within a run; or (if set to some integer value not equal to 0, like, say, 1) will allow the generator to continue from where it stopped and hence produce different random samples upon successive calls to this subroutine within a run.

OUTPUT ARGUMENTS

X A vector (of dimension at least N) into which the generated random sample will be placed.

EXAMPLES

Sample program:

   program demo_fran
   use M_datapac, only : fran
   implicit none
   ! call fran(x,y)
   end program demo_fran

Results:

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 Mood and Grable, Introduction to the Theory of Statistics, 1963, pages 231-232.
o Johnson and Kotz, Continuous Univariate Distributions--2, 1970, pages 75-93.
o Hastings and Peacock, Statistical Distributions--A Handbook for Students and Practitioners, 1975, page 64.


Nemo Release 3.1 fran (3) July 22, 2023
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