home
***
CD-ROM
|
disk
|
FTP
|
other
***
search
/
Cream of the Crop 26
/
Cream of the Crop 26.iso
/
os2
/
octa209s.zip
/
octave-2.09
/
libcruft
/
ranlib
/
genexp.f
< prev
next >
Wrap
Text File
|
1996-07-19
|
1KB
|
53 lines
REAL FUNCTION genexp(av)
C**********************************************************************
C
C REAL FUNCTION GENEXP( AV )
C
C GENerate EXPonential random deviate
C
C
C Function
C
C
C Generates a single random deviate from an exponential
C distribution with mean AV.
C
C
C Arguments
C
C
C AV --> The mean of the exponential distribution from which
C a random deviate is to be generated.
C REAL AV
C
C GENEXP <-- The random deviate.
C REAL GENEXP
C
C
C Method
C
C
C Renames SEXPO from TOMS as slightly modified by BWB to use RANF
C instead of SUNIF.
C
C For details see:
C
C Ahrens, J.H. and Dieter, U.
C Computer Methods for Sampling From the
C Exponential and Normal Distributions.
C Comm. ACM, 15,10 (Oct. 1972), 873 - 882.
C
C**********************************************************************
C .. Scalar Arguments ..
REAL av
C ..
C .. External Functions ..
REAL sexpo
EXTERNAL sexpo
C ..
C .. Executable Statements ..
genexp = sexpo()*av
RETURN
END