Generates a vector of random variates from a Students T distribution with probability density function, \(f (X)\), where:
\[f(X) = \frac{\left(\frac{\nu - 1}{2}\right)!}
{\sqrt{\nu \pi} \left(\frac{\nu}{2}\right)!
\left(1 + \frac{X^2}{\nu}\right)^{\frac{\nu + 1}{2}}}\]
Here ν is the degrees of freedom, DF.
C Generate 100 values from the Students T distribution
INTEGER LSTATE,N
PARAMETER (LSTATE=16,N=100)
INTEGER I,INFO,SEED(1),STATE(LSTATE)
INTEGER DF
DOUBLE PRECISION X(N)
C Set the seed
SEED(1) = 1234
C Read in the distributional parameters
READ(5,*) DF
C Initialize the STATE vector
CALL DRANDINITIALIZE(1,1,SEED,1,STATE,LSTATE,INFO)
C Generate N variates from the Students T distribution
CALL DRANDSTUDENTST(N,DF,STATE,X,INFO)
C Print the results
WRITE(6,*) (X(I),I=1,N)