GRAN1: Gauss procedure to generate normal random numbers

Carlos M. Urzúa ()

EGAP Computer Code from Tecnológico de Monterrey, Campus Ciudad de México

Abstract: From version 3.6 to at least version 8.0, GAUSS had the procedure rndKMnor to generate normal variates using the popular algorithm due to Kinderman y Ramage (1976). Unfortunately, there was an error in that method, as shown by Tirler et al. (2004). Instead, we implement here a fast algorithm of small size due to Leva (1992).

Language: GAUSS
Keywords: normal distribution; normal random numbers; pseudorandom numbers; normal variates; GAUSS (search for similar items in EconPapers)
JEL-codes: C15 C16 C87 (search for similar items in EconPapers)
Date: Written 2007-03

Downloads: (external link)
http://alejandria.ccm.itesm.mx/egap/documentos/CC-2007-02.src (text/plain)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Access Statistics for this software item

More software in EGAP Computer Code from Tecnológico de Monterrey, Campus Ciudad de México
Contact information at EDIRC.
Series data maintained by Amaranta Arroyo ().