REAL FUNCTION gengam(a,r) C********************************************************************** C C REAL FUNCTION GENGAM( A, R ) C GENerates random deviates from GAMma distribution C C C Function C C C Generates random deviates from the gamma distribution whose C density is C (A**R)/Gamma(R) * X**(R-1) * Exp(-A*X) C C C Arguments C C C A --> Location parameter of Gamma distribution C REAL A C C R --> Shape parameter of Gamma distribution C REAL R C C C Method C C C Renames SGAMMA from TOMS as slightly modified by BWB to use RANF C instead of SUNIF. C C For details see: C (Case R >= 1.0) C Ahrens, J.H. and Dieter, U. C Generating Gamma Variates by a C Modified Rejection Technique. C Comm. ACM, 25,1 (Jan. 1982), 47 - 54. C Algorithm GD C C (Case 0.0 <= R <= 1.0) C Ahrens, J.H. and Dieter, U. C Computer Methods for Sampling from Gamma, C Beta, Poisson and Binomial Distributions. C Computing, 12 (1974), 223-246/ C Adapted algorithm GS. C C********************************************************************** C .. Scalar Arguments .. REAL a,r C .. C .. External Functions .. REAL sgamma EXTERNAL sgamma C .. C .. Executable Statements .. gengam = sgamma(r) gengam = gengam/a RETURN END