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.

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