从FORTRAN中的截断正态分布生成伪随机数 [英] pseudorandom number generation from truncated normal distribution in FORTRAN

问题描述

我正在尝试使用FORTRAN从左截断的正态分布中绘制伪随机数.我希望函数返回与输入相同尺寸的值:

I am trying to draw pseudo random numbers from a left-truncated normal distribution using FORTRAN. I want the function to return values with the same dimension as inputs:

功能(MU，SIGMA)； mu = N x 1且SIGMA = N X 1

FUNCTION (MU, SIGMA) ; mu=N x 1 and SIGMA = N X 1

有人可以帮忙吗? 预先感谢

Can someone help please? Thanks in advance

推荐答案

也许使用GNU科学库及其Fortran接口:

Perhaps use the GNU Scientific Library and the Fortran interface thereto: http://www.lrz.de/services/software/mathematik/gsl/fortran/. The GSL has a random normal generator. Reject and try again if the number is on the wrong side. The easiest method is to put it all in a loop and use the underlying random number generator in a serial manner. Multi-threaded random numbers are subtle to get right.

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