Fortran module for non-uniform random number generation

The Endeavor is one of my favorite non aviation blog. Daily posts on this blog, which make there way to my email everyday, are the randomness that I have learned to like.

When John D Cook, introduced Julia in this blog post and generously shared the random number generator codes in Julia for probability distribution, I wanted to have them in Fortran.

I know, with the legacy of Fortran this functions might have already been defined, but hey I wanted to keep then in a module that I might use someday. So I just translated them in fortran and here’s the result.

The code can be found here: Fortran module for non-uniform random number generation.

The random number generators are for the following probability distributions:

  • Beta
  • Cauchy
  • Chi square
  • Exponential
  • Inverse gamma
  • Laplace (double exponential)
  • Normal
  • Student t
  • Uniform
  • Weibull

You can download the fortran module on random distribution from here.

About these ads

Tagged: , ,

5 thoughts on “Fortran module for non-uniform random number generation

  1. Full Report June 15, 2013 at 5:53 pm Reply

    Have you ever thought about adding a little bit more than just your articles?

    I mean, what you say is fundamental and all. However think of if you added
    some great visuals or video clips to give your posts more, “pop”!
    Your content is excellent but with images and videos, this blog could
    undeniably be one of the best in its niche. Fantastic blog!

    • sukhbinder June 15, 2013 at 6:50 pm Reply

      Thanks for the kind words. Yes I think of adding the “pop” but this blog is an effort after work and other personal commitment, so I just add whatever little I can in the limited time. Maybe someday, I will get more time to add more.

      Thanks for reading and commenting.

  2. www.iaaccs.com June 25, 2013 at 11:30 am Reply

    Fabulous, what a blog it is! This website gives helpful
    facts to us, keep it up.

  3. Top 5 posts | SukhbinderSingh.com July 16, 2013 at 10:16 pm Reply

    […]  Fortran module for non uniform random numbers. […]

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

Follow

Get every new post delivered to your Inbox.

Join 1,008 other followers

%d bloggers like this: