[Rd] Generate random numbers in Fortran

Ben Bolker bolker at ufl.edu
Sat Feb 14 21:40:58 CET 2009

Wacek Kusnierczyk <Waclaw.Marcin.Kusnierczyk <at> idi.ntnu.no> writes:

> you can always try to get hold of the extensive nag fortran libraries:
> http://www.nag.co.uk/numeric/fl/FLdescription.asp
> comsider also 'numerical recipes' by press et al., of which there are
> fortran, c, and c++ editions (i think there was a pascal edition too),
> and where there are a choice of routines for random number generation,
> statistics, and much more.  a good read, too.
> vQ

  If one can get the R routines to work, I think they have some
advantages over NAG and Numerical Recipes routines:
  * source code is freely redistributable
  * I can't really claim expertise, but I believe there
has been some controversy (see the wikipedia page on NR,
http://en.wikipedia.org/wiki/Numerical_Recipes )

  The big advantage of NR is not in the algorithms, but
in the explanations in the book ...
  (The wikipedia page also refers to the Gnu Scientific Library,
which might be another set of options.)

  Ben Bolker

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