* G05YKF Example Program Text * Mark 21 Release. NAG Copyright 2004. * .. Parameters .. INTEGER NOUT, IDIM, N PARAMETER (NOUT=6,IDIM=4,N=5) INTEGER LIREF PARAMETER (LIREF=32*IDIM+7) * .. Local Scalars .. INTEGER GENID, I, IFAIL, ISKIP, J * .. Local Arrays .. DOUBLE PRECISION QUASI(N,IDIM), STD(IDIM), XMEAN(IDIM) INTEGER IREF(LIREF) * .. External Subroutines .. EXTERNAL G05YKF, G05YLF * .. Intrinsic Functions .. INTRINSIC DBLE * .. Executable Statements .. WRITE (NOUT,99999) 'G05YKF Example Program Results' IFAIL = 0 DO 20 I = 1, IDIM XMEAN(I) = DBLE(I) STD(I) = 1.0D0 20 CONTINUE * Skip the first few variates in the sequence ISKIP = 1000 IFAIL = 0 * Initialize the Sobol generator GENID = 1 CALL G05YLF(GENID,IDIM,IREF,LIREF,ISKIP,IFAIL) * Generate N values from the log-normal distribution CALL G05YKF(XMEAN,STD,N,QUASI,IREF,IFAIL) WRITE (NOUT,99998) ((QUASI(I,J),J=1,IDIM),I=1,N) * 99999 FORMAT (1X,A,F20.4) 99998 FORMAT (1X,4F10.4) END