annotate liboctave/cruft/ranlib/genbet.f @ 19627:446c46af4b42 stable

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author John W. Eaton <jwe@octave.org>
date Tue, 20 Jan 2015 08:26:57 -0500
parents 648dabbb4c6b
children
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1 REAL FUNCTION genbet(aa,bb)
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2 C**********************************************************************
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3 C
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4 C REAL FUNCTION GENBET( A, B )
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5 C GeNerate BETa random deviate
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6 C
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7 C
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8 C Function
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9 C
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10 C
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11 C Returns a single random deviate from the beta distribution with
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12 C parameters A and B. The density of the beta is
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13 C x^(a-1) * (1-x)^(b-1) / B(a,b) for 0 < x < 1
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14 C
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15 C
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16 C Arguments
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17 C
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18 C
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19 C A --> First parameter of the beta distribution
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20 C REAL A
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21 C JJV (A > 1.0E-37)
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22 C
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23 C B --> Second parameter of the beta distribution
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24 C REAL B
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25 C JJV (B > 1.0E-37)
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26 C
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27 C
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28 C Method
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29 C
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30 C
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31 C R. C. H. Cheng
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32 C Generating Beta Variates with Nonintegral Shape Parameters
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33 C Communications of the ACM, 21:317-322 (1978)
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34 C (Algorithms BB and BC)
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35 C
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36 C**********************************************************************
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37 C .. Parameters ..
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38 C Close to the largest number that can be exponentiated
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jwe
parents:
diff changeset
39 REAL expmax
3188
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jwe
parents: 2329
diff changeset
40 C JJV changed this - 89 was too high, and LOG(1.0E38) = 87.49823
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
41 PARAMETER (expmax=87.49823)
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
42 C Close to the largest representable single precision number
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
43 REAL infnty
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
44 PARAMETER (infnty=1.0E38)
3188
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
45 C JJV added the parameter minlog
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
46 C Close to the smallest number of which a LOG can be taken.
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
47 REAL minlog
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
48 PARAMETER (minlog=1.0E-37)
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
49 C ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
50 C .. Scalar Arguments ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
51 REAL aa,bb
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
52 C ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
53 C .. Local Scalars ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
54 REAL a,alpha,b,beta,delta,gamma,k1,k2,olda,oldb,r,s,t,u1,u2,v,w,y,
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
55 + z
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
56 LOGICAL qsame
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
57 C ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
58 C .. External Functions ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
59 REAL ranf
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
60 EXTERNAL ranf
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
61 C ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
62 C .. Intrinsic Functions ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
63 INTRINSIC exp,log,max,min,sqrt
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
64 C ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
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diff changeset
65 C .. Save statement ..
3188
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diff changeset
66 C JJV added a,b
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
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diff changeset
67 SAVE olda,oldb,alpha,beta,gamma,k1,k2,a,b
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
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68 C ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
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diff changeset
69 C .. Data statements ..
3188
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diff changeset
70 C JJV changed these to ridiculous values
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
71 DATA olda,oldb/-1.0E37,-1.0E37/
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
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72 C ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
73 C .. Executable Statements ..
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
74 qsame = (olda.EQ.aa) .AND. (oldb.EQ.bb)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
75 IF (qsame) GO TO 20
3188
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
76 C JJV added small minimum for small log problem in calc of W
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
77 IF (.NOT. (aa.LT.minlog.OR.bb.LT.minlog)) GO TO 10
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
78 WRITE (*,*) ' AA or BB < ',minlog,' in GENBET - Abort!'
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
79 WRITE (*,*) ' AA: ',aa,' BB ',bb
10103
0e71ead7359d Use CALL XSTOPX instead of STOP in Fortran ranlib routines
Rik <rdrider0-list@yahoo.com>
parents: 3188
diff changeset
80 CALL XSTOPX (' AA or BB too small in GENBET - Abort!')
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
81
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
82 10 olda = aa
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
83 oldb = bb
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
84 20 IF (.NOT. (min(aa,bb).GT.1.0)) GO TO 100
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
85
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
86
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
87 C Alborithm BB
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
88
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
89 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
90 C Initialize
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
91 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
92 IF (qsame) GO TO 30
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
93 a = min(aa,bb)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
94 b = max(aa,bb)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
95 alpha = a + b
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
96 beta = sqrt((alpha-2.0)/ (2.0*a*b-alpha))
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
97 gamma = a + 1.0/beta
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
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diff changeset
98 30 CONTINUE
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
99 40 u1 = ranf()
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
100 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
101 C Step 1
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
102 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
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103 u2 = ranf()
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
104 v = beta*log(u1/ (1.0-u1))
3188
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parents: 2329
diff changeset
105 C JJV altered this
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
106 IF (v.GT.expmax) GO TO 55
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
107 C JJV added checker to see if a*exp(v) will overflow
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
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diff changeset
108 C JJV 50 _was_ w = a*exp(v); also note here a > 1.0
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
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parents: 2329
diff changeset
109 50 w = exp(v)
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
110 IF (w.GT.infnty/a) GO TO 55
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
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diff changeset
111 w = a*w
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
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112 GO TO 60
3188
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diff changeset
113 55 w = infnty
2329
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parents:
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114
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
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diff changeset
115 60 z = u1**2*u2
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
116 r = gamma*v - 1.3862944
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
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117 s = a + r - w
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
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118 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
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119 C Step 2
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
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120 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
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121 IF ((s+2.609438).GE. (5.0*z)) GO TO 70
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
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122 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
123 C Step 3
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
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124 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
125 t = log(z)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
126 IF (s.GT.t) GO TO 70
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
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127 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
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128 C Step 4
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
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diff changeset
129 C
19627
446c46af4b42 strip trailing whitespace from most source files
John W. Eaton <jwe@octave.org>
parents: 15271
diff changeset
130 C JJV added checker to see if log(alpha/(b+w)) will
3188
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diff changeset
131 C JJV overflow. If so, we count the log as -INF, and
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
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diff changeset
132 C JJV consequently evaluate conditional as true, i.e.
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
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diff changeset
133 C JJV the algorithm rejects the trial and starts over
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
134 C JJV May not need this here since ALPHA > 2.0
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
135 IF (alpha/(b+w).LT.minlog) GO TO 40
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
136
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
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137 IF ((r+alpha*log(alpha/ (b+w))).LT.t) GO TO 40
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
138 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
139 C Step 5
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
140 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
141 70 IF (.NOT. (aa.EQ.a)) GO TO 80
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
142 genbet = w/ (b+w)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
143 GO TO 90
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
144
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
145 80 genbet = b/ (b+w)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
146 90 GO TO 230
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
147
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
148
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
149 C Algorithm BC
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
150
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
151 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
152 C Initialize
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
153 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
154 100 IF (qsame) GO TO 110
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
155 a = max(aa,bb)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
156 b = min(aa,bb)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
157 alpha = a + b
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
158 beta = 1.0/b
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
159 delta = 1.0 + a - b
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
160 k1 = delta* (0.0138889+0.0416667*b)/ (a*beta-0.777778)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
161 k2 = 0.25 + (0.5+0.25/delta)*b
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
162 110 CONTINUE
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
163 120 u1 = ranf()
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
164 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
165 C Step 1
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
166 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
167 u2 = ranf()
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
168 IF (u1.GE.0.5) GO TO 130
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
169 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
170 C Step 2
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
171 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
172 y = u1*u2
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
173 z = u1*y
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
174 IF ((0.25*u2+z-y).GE.k1) GO TO 120
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
175 GO TO 170
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
176 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
177 C Step 3
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
178 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
179 130 z = u1**2*u2
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
180 IF (.NOT. (z.LE.0.25)) GO TO 160
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
181 v = beta*log(u1/ (1.0-u1))
3188
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parents: 2329
diff changeset
182
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
183 C JJV instead of checking v > expmax at top, I will check
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
184 C JJV if a < 1, then check the appropriate values
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
185
3188
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
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parents: 2329
diff changeset
186 IF (a.GT.1.0) GO TO 135
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
187 C JJV A < 1 so it can help out if EXP(V) would overflow
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
188 IF (v.GT.expmax) GO TO 132
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
189 w = a*exp(v)
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
190 GO TO 200
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
191 132 w = v + log(a)
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
192 IF (w.GT.expmax) GO TO 140
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
193 w = exp(w)
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
194 GO TO 200
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
195
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
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diff changeset
196 C JJV in this case A > 1
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
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diff changeset
197 135 IF (v.GT.expmax) GO TO 140
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
198 w = exp(v)
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
199 IF (w.GT.infnty/a) GO TO 140
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
200 w = a*w
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
201 GO TO 200
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
202 140 w = infnty
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
203 GO TO 200
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
204
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
205 160 IF (z.GE.k2) GO TO 120
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
206 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
207 C Step 4
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
208 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
209 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
210 C Step 5
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
211 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
212 170 v = beta*log(u1/ (1.0-u1))
3188
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
213
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
214 C JJV same kind of checking as above
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
215 IF (a.GT.1.0) GO TO 175
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
216 C JJV A < 1 so it can help out if EXP(V) would overflow
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
217 IF (v.GT.expmax) GO TO 172
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
218 w = a*exp(v)
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
219 GO TO 190
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
220 172 w = v + log(a)
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
221 IF (w.GT.expmax) GO TO 180
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
222 w = exp(w)
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
223 GO TO 190
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
224
3188
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
225 C JJV in this case A > 1
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
226 175 IF (v.GT.expmax) GO TO 180
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
227 w = exp(v)
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
228 IF (w.GT.infnty/a) GO TO 180
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
229 w = a*w
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
230 GO TO 190
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
231
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
232 180 w = infnty
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
233
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
234 C JJV here we also check to see if log overlows; if so, we treat it
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
235 C JJV as -INF, which means condition is true, i.e. restart
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
236 190 IF (alpha/(b+w).LT.minlog) GO TO 120
df7c57a6639d [project @ 1998-10-15 06:02:21 by jwe]
jwe
parents: 2329
diff changeset
237 IF ((alpha* (log(alpha/ (b+w))+v)-1.3862944).LT.log(z)) GO TO 120
2329
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
238 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
239 C Step 6
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
240 C
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
241 200 IF (.NOT. (a.EQ.aa)) GO TO 210
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
242 genbet = w/ (b+w)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
243 GO TO 220
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
244
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
245 210 genbet = b/ (b+w)
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
246 220 CONTINUE
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
247 230 RETURN
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
248
30c606bec7a8 [project @ 1996-07-19 01:29:05 by jwe]
jwe
parents:
diff changeset
249 END