toms599

toms599, a Fortran77 code which produces samples uniformly at random from the exponential, gamma, normal, poisson, and uniform distributions.

toms599 is ACM toms Algorithm 599. The text of the original Fortran77 version is available online through ACM: https://www.acm.org/pubs/calgo or NETLIB: https://www.netlib.org/toms/index.html.

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

toms599 is available in a Fortran77 version.

Related Data and Programs:

ranlib, a Fortran77 library which produces random samples from Probability Density Functions (PDF's), including Beta, Chi-square Exponential, F, Gamma, Multivariate normal, Noncentral chi-square, Noncentral F, Univariate normal, random permutations, Real uniform, Binomial, Negative Binomial, Multinomial, Poisson and Integer uniform, by Barry Brown and James Lovato.

ZIGGURAT, a Fortran77 library which generates points from a uniform, normal or exponential Probability Density Function (PDF), using the ziggurat method, by Marsaglia and Tsang.

Reference:

1. Joachim Ahrens, Klaus-Dieter Kohrt, Ulrich Dieter,
   Algorithm 599: Sampling from Gamma and Poisson Distributions,
   ACM Transactions on Mathematical Software,
   Volume 9, Number 2, June 1983, pages 255-257.

Source Code:

• toms599.f, the source code.
• toms599.sh, BASH commands to compile the source code.