weiran(3f) - [M_datapac:RANDOM] generate Weibull random numbers
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Input Arguments
Output Arguments
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SUBROUTINE WEIRAN(N,Gamma,Iseed,X)
INTEGER :: N REAL(kind=wp) :: Gamma INTEGER :: Iseed REAL(kind=wp) :: X(:)
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)).
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.
X A vector (of dimension at least N) into which the generated random sample will be placed.
Sample program:
program demo_weiran use M_datapac, only : weiran implicit none ! call weiran(x,y) end program demo_weiranResults:
The original DATAPAC library was written by James Filliben of the Statistical Engineering Division, National Institute of Standards and Technology.
John Urban, 2022.05.31
CC0-1.0
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) | February 23, 2025 |