Drand48Gam Drand48Gam_sub GenrandGam GenrandGam_sub RanfArrGam RanfArrGam_sub

GenrandGam_sub() Sub GenrandGam_sub ( Ret As  Double, Optional Alpha As  Double = 1, Optional Beta As  Double = 1  ) 53 bit real gamma random number (Squeeze method of Marsaglia and Tsang) (Mersenne Twister) (Subroutine version) Purpose Generates random numbers following gamma distribution Γ(α, β). An uniform random number is generated by the Mersenne Twister random number generator GenrandRes53(). Then it is transformed to the gamma random number by the squeeze method of Marsaglia and Tsang. Parameters [out] Ret 53 bit real gamma random number. If Alpha or Beta is not valid, 0 will be returned. [in] Alpha (Optional) The shape parameter α of the gamma distribution Γ(α, β). (α > 0) (default = 1) [in] Beta (Optional) The rate parameter β of the gamma distribution Γ(α, β). (β > 0) (default = 1) Reference Mersenne Twister Home Page Yatsuji Tetsuaki, "Probability distribution random number generation method" 2nd ed., Pleiades Publishing, 2019. (Japanese book)