Fortran toolkit

Borja Petit

randomnormal

subroutine randomnormal(shock,mu,std)
  implicit none
  real(kind=8) , intent(in)  :: mu,std
  real(kind=8) , intent(out) :: shock ! or shock(:)

This function returns a random number/vector drawn from a distribution $N(\mu,\sigma)$. The output, shock, can either be a scalar or a vector of dimension-$n$ (it does not work with matrices).

Dependencies: none

Note: randomnormal is an interface that calls randomnormal_scalar or randomnormal_vec depending on whether shock is a scalar or a vector.

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