C Library Functions  - weiran (3)

NAME

weiran(3f) - [M_datapac:RANDOM] generate Weibull random numbers

CONTENTS

Synopsis
Description
Input Arguments
Output Arguments
Examples
Author
Maintainer
License
References

SYNOPSIS

SUBROUTINE WEIRAN(N,Gamma,Iseed,X)

       INTEGER       :: N
       REAL(kind=wp) :: Gamma
       INTEGER       :: Iseed
       REAL(kind=wp) :: X(:)

DESCRIPTION

WEIRAN(3f) generates a random sample of size N from the Weibull distribution with tail length parameter value = GAMMA.

The prototype Weibull distribution used herein is defined for all positive X, and has the probability density function

       f(X) = GAMMA * (X**(GAMMA-1)) * exp(-(X**GAMMA)).

INPUT ARGUMENTS

N The desired integer number of random numbers to be generated.
GAMMA The value of the tail length parameter. gamma should be positive.
ISEED An integer iseed 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 will be placed.

EXAMPLES

Sample program:

   program demo_weiran
   use M_datapac, only : weiran
   implicit none
   ! call weiran(x,y)
   end program demo_weiran

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 Tocher, the Art of Simulation, 1963, pages 14-15.
o Hammersley and Handscomb, Monte Carlo Methods, 1964, page 36.
o Johnson and Kotz, Continuous Univariate Distributions--1, 1970, pages 250-271.
o Hastings and Peacock, Statistical Distributions--A Handbook for Students and Practitioners, 1975, page 128.


Nemo Release 3.1 weiran (3) July 22, 2023
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