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liboctave
cruft
ranlib
ignnbn.f
Go to the documentation of this file.
1
INTEGER
FUNCTION
ignnbn
(n,p)
2
C**********************************************************************
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C
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C INTEGER FUNCTION IGNNBN( N, P )
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C
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C GENerate Negative BiNomial random deviate
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C
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C
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C Function
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C
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C
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C Generates a single random deviate from a negative binomial
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C distribution.
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C
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C
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C Arguments
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C
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C
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C N --> Required number of events.
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C INTEGER N
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C JJV (N > 0)
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C
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C P --> The probability of an event during a Bernoulli trial.
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C REAL P
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C JJV (0.0 < P < 1.0)
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C
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C
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C
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C Method
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C
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C
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C Algorithm from page 480 of
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C
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C Devroye, Luc
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C
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C Non-Uniform Random Variate Generation. Springer-Verlag,
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C New York, 1986.
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C
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C**********************************************************************
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C ..
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C .. Scalar Arguments ..
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REAL
p
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INTEGER
n
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C ..
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C .. Local Scalars ..
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REAL
y,a,r
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C ..
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C .. External Functions ..
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C JJV changed to call SGAMMA directly
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C REAL gengam
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REAL
sgamma
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INTEGER
ignpoi
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C EXTERNAL gengam,ignpoi
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EXTERNAL
sgamma,ignpoi
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C ..
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C .. Intrinsic Functions ..
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INTRINSIC
real
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C ..
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C .. Executable Statements ..
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C Check Arguments
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C JJV changed argumnet checker to abort if N <= 0
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IF
(n.LE.0) CALL xstopx(
'N <= 0 in IGNNBN'
)
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IF
(p.LE.0.0) CALL xstopx(
'P <= 0.0 in IGNNBN'
)
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IF
(p.GE.1.0) CALL xstopx(
'P >= 1.0 in IGNNBN'
)
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C Generate Y, a random gamma (n,(1-p)/p) variable
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C JJV Note: the above parametrization is consistent with Devroye,
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C JJV but gamma (p/(1-p),n) is the equivalent in our code
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10 r =
real
(n)
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a = p/ (1.0-p)
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C y = gengam(a,r)
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y = sgamma(r)/a
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C Generate a random Poisson(y) variable
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ignnbn
= ignpoi(y)
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RETURN
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END
ignnbn
integer function ignnbn(n, p)
Definition:
ignnbn.f:1
real
ColumnVector real(const ComplexColumnVector &a)
Definition:
dColVector.cc:156
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