Questions tagged [fortran]

A general-purpose programming language designed by IBM in the 1950's for fast numerical computation and scientific computing.

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What does a truncated distribution mean? [duplicate]

I am a little bit confused about truncated distributions such as truncated normal distribution. I have a code in FORTRAN where the function gen_rnorm(mean,sigma) ...
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R Fortran using rejection sampling in rtmvnorm() gives error

I'm sampling from a multivariate normal truncated distribution using rtmvnorm() function from tmvtnorm package in R. Using the ...
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What are the options when statisticians who only know R need more computing speed

Speed isn't a concern for many statistics projects but sometimes it is, for example MCMC. Assume that hardware improvement is not an option (looking for relatively free solutions that produce orders ...
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Efficient generation of chi random variables

I need to generate random variables generated from a chi distribution (not chi-squared!). There doesn't seem to be standard mechanism in C++ in (for example) Boost::Random and hence I am looking for ...