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GAMS Module DRNOR in NMS


DRNOR

 
Standard normal generator with zero mean and unit standard deviation. Uses
ziggaraut algorithm. Fast, excellent statistical properties and portable.
 
Classes  :  L6a14 . Negative binomial and normal random numbers, random normal
                  order statistics
 
Type     : Fortran software in NMS collection.
Access   : Public domain. Portable.
Precision: Double.
 
Usage    : R = DRNOR()
 
Details  : Documentation Fullsource Sample Source
Sites    : (1) ITL
 

Implementation of DRNOR from NMS on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double. (Single: RNOR)


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