module Distribution
implicit none
real, parameter :: PI = 3.14159
contains
subroutine standardNormal( Z ) ! Uses Box-Muller method
real, intent(out) :: Z
real u(2)
call random_number( u ) ! 2 variables uniformly distributed on (0,1)
u(1) = max( u(1), 1.0e-30 ) ! paranoia
Z = sqrt( -2.0 * log( u(1) ) ) * cos( 2.0 * PI * u(2) )
end subroutine standardNormal
real function truncatedNormal( mean, sigma, lower, upper )
real,intent(in) :: mean, sigma, lower, upper
real Z
do
call standardNormal( Z )
truncatedNormal = mean + sigma * Z
if ( truncatedNormal >= lower .and. truncatedNormal <= upper ) return
end do
end function truncatedNormal
end module Distribution
program main
use Distribution ! access module
implicit none
integer :: N = 10
real :: mean = 100, sigma = 10, lower = 95, upper = 115;
integer i
call random_seed
write( *, "( f6.2 )" ) ( truncatedNormal( mean, sigma, lower, upper ), i = 1, N )
end program main
GFORTRAN module version '10' created from main.f95
MD5:d65c01ccf831b48e0bc0b21dda45740f -- If you edit this, you'll get what you deserve.
(() () () () () () () () () () () () () () () () () () () () () () () ()
() () ())
()
()
()
()
()
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3 'pi' 'distribution' '' 1 ((PARAMETER UNKNOWN-INTENT UNKNOWN-PROC
UNKNOWN IMPLICIT-SAVE 0 0) (REAL 4 0 0 0 REAL ()) 0 0 () (CONSTANT (
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4 'standardnormal' 'distribution' '' 1 ((PROCEDURE UNKNOWN-INTENT
MODULE-PROC DECL UNKNOWN 0 0 SUBROUTINE) (UNKNOWN 0 0 0 0 UNKNOWN ()) 5
0 (6) () 0 () () () 0 0)
7 'truncatednormal' 'distribution' '' 1 ((PROCEDURE UNKNOWN-INTENT
MODULE-PROC DECL UNKNOWN 0 0 FUNCTION) (REAL 4 0 0 0 REAL ()) 8 0 (9 10
11 12) () 7 () () () 0 0)
6 'z' '' '' 5 ((VARIABLE OUT UNKNOWN-PROC UNKNOWN UNKNOWN 0 0 DUMMY) (
REAL 4 0 0 0 REAL ()) 0 0 () () 0 () () () 0 0)
9 'mean' '' '' 8 ((VARIABLE IN UNKNOWN-PROC UNKNOWN UNKNOWN 0 0 DUMMY) (
REAL 4 0 0 0 REAL ()) 0 0 () () 0 () () () 0 0)
10 'sigma' '' '' 8 ((VARIABLE IN UNKNOWN-PROC UNKNOWN UNKNOWN 0 0 DUMMY)
(REAL 4 0 0 0 REAL ()) 0 0 () () 0 () () () 0 0)
11 'lower' '' '' 8 ((VARIABLE IN UNKNOWN-PROC UNKNOWN UNKNOWN 0 0 DUMMY)
(REAL 4 0 0 0 REAL ()) 0 0 () () 0 () () () 0 0)
12 'upper' '' '' 8 ((VARIABLE IN UNKNOWN-PROC UNKNOWN UNKNOWN 0 0 DUMMY)
(REAL 4 0 0 0 REAL ()) 0 0 () () 0 () () () 0 0)
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('distribution' 0 2 'pi' 0 3 'standardnormal' 0 4 'truncatednormal' 0 7)
