SUBROUTINE CHSRAN(N,NU,ISEED,X) C C PURPOSE--THIS SUBROUTINE GENERATES A RANDOM SAMPLE OF SIZE N C FROM THE CHI-SQUARED DISTRIBUTION C WITH INTEGER DEGREES OF FREEDOM PARAMETER = NU. C INPUT ARGUMENTS--N = THE DESIRED INTEGER NUMBER C OF RANDOM NUMBERS TO BE C GENERATED. C --NU = THE INTEGER DEGREES OF FREEDOM C (PARAMETER) FOR THE CHI-SQUARED C DISTRIBUTION. C OUTPUT ARGUMENTS--X = A SINGLE PRECISION VECTOR C (OF DIMENSION AT LEAST N) C INTO WHICH THE GENERATED C RANDOM SAMPLE WILL BE PLACED. C OUTPUT--A RANDOM SAMPLE OF SIZE N C FROM THE CHI-SQUARED DISTRIBUTION C WITH DEGREES OF FREEDOM PARAMETER = NU. C PRINTING--NONE UNLESS AN INPUT ARGUMENT ERROR CONDITION EXISTS. C RESTRICTIONS--THERE IS NO RESTRICTION ON THE MAXIMUM VALUE C OF N FOR THIS SUBROUTINE. C --NU SHOULD BE A POSITIVE INTEGER VARIABLE. C OTHER DATAPAC SUBROUTINES NEEDED--UNIRAN. C FORTRAN LIBRARY SUBROUTINES NEEDED--ALOG, SQRT, SIN, COS. C MODE OF INTERNAL OPERATIONS--SINGLE PRECISION. C LANGUAGE--ANSI FORTRAN (1977) C REFERENCES--TOCHER, THE ART OF SIMULATION, C 1963, PAGES 34-35. C --MOOD AND GRABLE, INTRODUCTION TO THE C THEORY OF STATISTICS, 1963, PAGES 226-227. C --JOHNSON AND KOTZ, CONTINUOUS UNIVARIATE C DISTRIBUTIONS--1, 1970, PAGE 171. C --HASTINGS AND PEACOCK, STATISTICAL C DISTRIBUTIONS--A HANDBOOK FOR C STUDENTS AND PRACTITIONERS, 1975, C PAGE 48. C WRITTEN BY--JAMES J. FILLIBEN C STATISTICAL ENGINEERING DIVISION C CENTER FOR APPLIED MATHEMATICS C NATIONAL BUREAU OF STANDARDS C WASHINGTON, D. C. 20234 C PHONE--301-921-3651 C NOTE--DATAPLOT IS A REGISTERED TRADEMARK C OF THE NATIONAL BUREAU OF STANDARDS. C THIS SUBROUTINE MAY NOT BE COPIED, EXTRACTED, C MODIFIED, OR OTHERWISE USED IN A CONTEXT C OUTSIDE OF THE DATAPLOT LANGUAGE/SYSTEM. C LANGUAGE--ANSI FORTRAN (1966) C EXCEPTION--HOLLERITH STRINGS IN FORMAT STATEMENTS C DENOTED BY QUOTES RATHER THAN NH. C VERSION NUMBER--82/7 C ORIGINAL VERSION--FEBRUARY 1975. C UPDATED --SEPTEMBER 1975. C UPDATED --NOVEMBER 1975. C UPDATED --DECEMBER 1981. C UPDATED --MAY 1982. C C-----CHARACTER STATEMENTS FOR NON-COMMON VARIABLES------------------- C C--------------------------------------------------------------------- C DIMENSION X(*) DIMENSION Y(2),Z(2) C C--------------------------------------------------------------------- C CCCCC CHARACTER*4 IFEEDB CCCCC CHARACTER*4 IPRINT C CCCCC COMMON /MACH/IRD,IPR,CPUMIN,CPUMAX,NUMBPC,NUMCPW,NUMBPW CCCCC COMMON /PRINT/IFEEDB,IPRINT C C-----DATA STATEMENTS------------------------------------------------- C DATA PI/3.14159265359/ C IPR=6 C C C-----START POINT----------------------------------------------------- C C CHECK THE INPUT ARGUMENTS FOR ERRORS C IF(N.LT.1)GOTO50 IF(NU.LE.0)GOTO60 GOTO90 50 WRITE(IPR,5) WRITE(IPR,47)N RETURN 60 WRITE(IPR,15) WRITE(IPR,47)NU RETURN 90 CONTINUE 5 FORMAT(1H , 91H***** FATAL ERROR--THE FIRST INPUT ARGUMENT TO THE 1 CHSRAN SUBROUTINE IS NON-POSITIVE *****) 15 FORMAT(1H , 91H***** FATAL ERROR--THE SECOND INPUT ARGUMENT TO THE 1 CHSRAN SUBROUTINE IS NON-POSITIVE *****) 47 FORMAT(1H , 35H***** THE VALUE OF THE ARGUMENT IS ,I8 ,6H *****) C C GENERATE N CHI-SQUARED RANDOM NUMBERS C USING THE DEFINITION THAT C A CHI-SQUARED VARIATE WITH NU DEGREES OF FREEDOM C EQUALS THE SUM OF NU SQUARED NORMAL VARIATES. C FIRST GENERATE 2 UNIFORM (0,1) RANDOM NUMBERS, C THEN GENERATE 2 NORMAL RANDOM NUMBERS, C THEN FORM THE SUM OF SQUARED NORMAL RANDOM NUMBERS. C DO100I=1,N SUM=0.0 DO200J=1,NU,2 CALL UNIRAN(2,ISEED,Y) ARG1=-2.0*ALOG(Y(1)) ARG2=2.0*PI*Y(2) Z(1)=(SQRT(ARG1))*(COS(ARG2)) Z(2)=(SQRT(ARG1))*(SIN(ARG2)) SUM=SUM+Z(1)*Z(1) IF(J.EQ.NU)GOTO200 SUM=SUM+Z(2)*Z(2) 200 CONTINUE X(I)=SUM 100 CONTINUE C RETURN END