SUBROUTINE FRAN(N,NU1,NU2,ISTART,X) C C PURPOSE--THIS SUBROUTINE GENERATES A RANDOM SAMPLE OF SIZE N C FROM THE F DISTRIBUTION C WITH INTEGER DEGREES OF FREEDOM C PARAMETERS = NU1 AND NU2. C THIS DISTRIBUTION IS DEFINED FOR ALL NON-NEGATIVE X. C THE PROBABILITY DENSITY FUNCTION IS GIVEN C IN THE REFERENCES BELOW. C INPUT ARGUMENTS--N = THE DESIRED INTEGER NUMBER C OF RANDOM NUMBERS TO BE C GENERATED. C --NU1 = THE INTEGER DEGREES OF FREEDOM C FOR THE NUMERATOR OF THE F RATIO. C --NU2 = THE INTEGER DEGREES OF FREEDOM C FOR THE DENOMINATOR OF THE F RATIO. C --ISTART = AN INTEGER FLAG CODE WHICH C (IF SET TO 0) WILL START THE C GENERATOR OVER AND HENCE C PRODUCE THE SAME RANDOM SAMPLE C OVER AND OVER AGAIN C UPON SUCCESSIVE CALLS TO C THIS SUBROUTINE WITHIN A RUN; OR C (IF SET TO SOME INTEGER C VALUE NOT EQUAL TO 0, C LIKE, SAY, 1) WILL ALLOW C THE GENERATOR TO CONTINUE C FROM WHERE IT STOPPED C AND HENCE PRODUCE DIFFERENT C RANDOM SAMPLES UPON C SUCCESSIVE CALLS TO C THIS SUBROUTINE WITHIN A RUN. 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 F DISTRIBUTION C WITH DEGREES OF FREEDOM C PARAMETERS = NU1 AND NU2. 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 --NU1 SHOULD BE A POSITIVE INTEGER VARIABLE. C --NU2 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. C REFERENCES--MOOD AND GRABLE, INTRODUCTION TO THE C THEORY OF STATISTICS, 1963, PAGES 231-232. C --JOHNSON AND KOTZ, CONTINUOUS UNIVARIATE C DISTRIBUTIONS--2, 1970, PAGES 75-93. C --HASTINGS AND PEACOCK, STATISTICAL C DISTRIBUTIONS--A HANDBOOK FOR C STUDENTS AND PRACTITIONERS, 1975, C PAGE 64. C WRITTEN BY--JAMES J. FILLIBEN C STATISTICAL ENGINEERING LABORATORY (205.03) C NATIONAL BUREAU OF STANDARDS C WASHINGTON, D. C. 20234 C PHONE: 301-921-2315 C ORIGINAL VERSION--NOVEMBER 1975. C C--------------------------------------------------------------------- C DIMENSION X(1) DIMENSION Y(2),Z(2) DATA PI/3.14159265358979/ C IPR=6 C C CHECK THE INPUT ARGUMENTS FOR ERRORS C IF(N.LT.1)GOTO50 IF(NU1.LE.0)GOTO60 IF(NU2.LE.0)GOTO65 GOTO90 50 WRITE(IPR,5) WRITE(IPR,47)N RETURN 60 WRITE(IPR,15) WRITE(IPR,47)NU1 RETURN 65 WRITE(IPR,25) WRITE(IPR,47)NU2 RETURN 90 CONTINUE 5 FORMAT(1H , 91H***** FATAL ERROR--THE FIRST INPUT ARGUMENT TO THE 1 FRAN SUBROUTINE IS NON-POSITIVE *****) 15 FORMAT(1H , 91H***** FATAL ERROR--THE SECOND INPUT ARGUMENT TO THE 1 FRAN SUBROUTINE IS NON-POSITIVE *****) 25 FORMAT(1H , 91H***** FATAL ERROR--THE THIRD INPUT ARGUMENT TO THE 1 FRAN SUBROUTINE IS NON-POSITIVE *****) 47 FORMAT(1H , 35H***** THE VALUE OF THE ARGUMENT IS ,I8 ,6H *****) C C-----START POINT----------------------------------------------------- C CALL UNIRAN(1,ISTART,Y) C C GENERATE N F RANDOM NUMBERS C USING THE DEFINITION THAT C A F VARIATE WITH NU1 AND NU2 DEGREES OF FREEDOM C EQUALS (CHS1/NU1)/(CHS2/NU2) C WHERE CHS1 IS A CHI-SQUARED VARIATE C WITH NU1 DEGREES OF FREEDOM, C AND CHS2 IS A CHI-SQUARED VARIATE C WITH NU2 DEGREES OF FREEDOM. C FIRST GENERATE UNIFORM (0,1) RANDOM NUMBERS, C THEN GENERATE NORMAL RANDOM NUMBERS, C THEN CHI-SQUARED RANDOM NUMBERS WITH NU1 DEGREES C OF FREEDOM, C THEN CHI-SQUARED RANDOM NUMBERS WITH NU2 DEGREES C OF FREEDOM, C AND THEN FINALLY THE F RANDOM NUMBER. C ANU1=NU1 ANU2=NU2 DO100I=1,N C SUM=0.0 DO200J=1,NU1,2 CALL UNIRAN(2,1,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.NU1)GOTO200 SUM=SUM+Z(2)*Z(2) 200 CONTINUE CHS1=SUM C SUM=0.0 DO300J=1,NU2,2 CALL UNIRAN(2,1,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.NU2)GOTO300 SUM=SUM+Z(2)*Z(2) 300 CONTINUE CHS2=SUM C X(I)=(CHS1/ANU1)/(CHS2/ANU2) C 100 CONTINUE C RETURN END