GNU Octave  4.0.0 A high-level interpreted language, primarily intended for numerical computations, mostly compatible with Matlab
ignnbn.f
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1  INTEGER FUNCTION ignnbn(n,p)
2 C**********************************************************************
3 C
4 C INTEGER FUNCTION IGNNBN( N, P )
5 C
6 C GENerate Negative BiNomial random deviate
7 C
8 C
9 C Function
10 C
11 C
12 C Generates a single random deviate from a negative binomial
13 C distribution.
14 C
15 C
16 C Arguments
17 C
18 C
19 C N --> Required number of events.
20 C INTEGER N
21 C JJV (N > 0)
22 C
23 C P --> The probability of an event during a Bernoulli trial.
24 C REAL P
25 C JJV (0.0 < P < 1.0)
26 C
27 C
28 C
29 C Method
30 C
31 C
32 C Algorithm from page 480 of
33 C
34 C Devroye, Luc
35 C
36 C Non-Uniform Random Variate Generation. Springer-Verlag,
37 C New York, 1986.
38 C
39 C**********************************************************************
40 C ..
41 C .. Scalar Arguments ..
42  REAL p
43  INTEGER n
44 C ..
45 C .. Local Scalars ..
46  REAL y,a,r
47 C ..
48 C .. External Functions ..
49 C JJV changed to call SGAMMA directly
50 C REAL gengam
51  REAL sgamma
52  INTEGER ignpoi
53 C EXTERNAL gengam,ignpoi
54  EXTERNAL sgamma,ignpoi
55 C ..
56 C .. Intrinsic Functions ..
57  INTRINSIC real
58 C ..
59 C .. Executable Statements ..
60 C Check Arguments
61 C JJV changed argumnet checker to abort if N <= 0
62  IF (n.LE.0) CALL xstopx('N <= 0 in IGNNBN')
63  IF (p.LE.0.0) CALL xstopx('P <= 0.0 in IGNNBN')
64  IF (p.GE.1.0) CALL xstopx('P >= 1.0 in IGNNBN')
65
66 C Generate Y, a random gamma (n,(1-p)/p) variable
67 C JJV Note: the above parametrization is consistent with Devroye,
68 C JJV but gamma (p/(1-p),n) is the equivalent in our code
69  10 r = real(n)
70  a = p/ (1.0-p)
71 C y = gengam(a,r)
72  y = sgamma(r)/a
73
74 C Generate a random Poisson(y) variable
75  ignnbn = ignpoi(y)
76  RETURN
77
78  END
integer function ignnbn(n, p)
Definition: ignnbn.f:1
ColumnVector real(const ComplexColumnVector &a)
Definition: dColVector.cc:156