Re: [Rd] Generate random numbers in Fortran

From: Ben Bolker <bolker_at_ufl.edu>
Date: Sat, 14 Feb 2009 20:40:58 +0000 (UTC)

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:  

  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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