RNFDF
Generates pseudorandom numbers from the F distribution.
Required Arguments
DFN — Numerator degrees of freedom. (Input)
DFN must be positive.
DFD — Denominator degrees of freedom. (Input)
DFD must be positive.
R — Vector of length NR containing the random F deviates. (Output)
Optional Arguments
NR — Number of random numbers to generate. (Input)
Default: NR = size (R,1).
FORTRAN 90 Interface
Generic: CALL RNFDF (DFN, DFD, R [, …])
Specific: The specific interface names are S_RNFDF and D_RNFDF.
FORTRAN 77 Interface
Single: CALL RNFDF (NR, DFN, DFD, R)
Double: The double precision name is DRNFDF.
Description
Routine
RNFDF generates pseudorandom numbers from an F distribution (see
Chapter 17, “Probability Distribution Functions and Inverses”, routine
FDF).
Comments
The routine
RNSET can be used to initialize the seed of the random number generator. The routine
RNOPT can be used to select the form of the generator.
Example
In this example, RNFDF is used to generate five pseudorandom deviates from an F distribution with parameters DFN = 2 and DFD = 3.
USE UMACH_INT
USE RNFDF_INT
IMPLICIT NONE
INTEGER NR
PARAMETER (NR=5)
INTEGER NOUT
REAL DFD, DFN, R(NR)
CALL UMACH(2, NOUT)
CALL RNSET(123457)
DFN = 2.0e0
DFD = 3.0e0
CALL RNFDF(DFN, DFD, R)
WRITE (NOUT, 99999) R
99999 FORMAT (' F Random deviates: ', 5F10.4)
END
Output
F Random deviates: 0.0814 0.3639 0.1323 1.5415 1.0350
