Poisson random number generator

[econ2008]

Hello everybody!

I started to learn Fortran 95/2003, because I want to program a model in the field of economics.
As far as I have understood, the random number generator in Fortran only calculates uniform distributed random numbers.
I know on the one hand that I can calculate any other distrubtion by applying the inverse function formula. But there should be any other possibility of calculating a poisson distributed random number.
Just to make it clear, I am not asking for a code, but for some helpful comments or tips where I can find an introduction to this topic. As I google I only find old codes (i.e. Fortran 77 or 90).
Does anyone know a good book or script, where the problems of generating random numbers in Fortran 95/2003 is dealt with? The books of Chapman, Brainerd or Metcalf were not very helpful on this specific topic. I am really desperate.

Thanks in advance

bjoern

 

[NickFort]

Hi econ2008,

Welcome to the forums!

Are you specifically using the features of F2003? These include OOP features, and a number of other goodies. However, seeing as most compilers don't support the full F2003 set, I'd stay away from it until they do.

F90 and F95 are very similar; there are some improvements (forall, where, etc. statements), but it was a minor revision.

F90 will integrate seamlessly into F95, so if you have code for that in F90, you should be able to use it without a problem. I think that something as simple as a random number generator should work without a problem.

If you run into problems, just post here, and someone will almost certainly be able to help you.

--------------------------------------
Background: Chemical engineer, familiar mostly with MATLAB, but now branching out into real programming.

 

[xwb]

Basically, as far as arithmetic syntax is concerned, there is no difference in all the versions of Fortran: from Fortran I to Fortran 2003. The only difference is that FI to F77 expect 6 spaces before the statement, F90 onwards is free format. If your Poisson distribution has something like

      real function Poisson
      ...
      Poisson = ....
      end

All you need to do is change the end to end function and that's it. It should compile in F90/95.

 

[econ2008]

Hey!

First of all thank you for your fast answers! It seems I first have to learn a bit more about the basics in Fortran.
Especially about subroutines, functions and modules.
Thank you, and I will post a thread when I run into new problems (and I know that I will!).

econ