Error in compiling: Can't open module file

I have this code:

        PROGRAM xfit
!   driver for routine fit
    USE nrtype; USE nrutil
    USE nr
    USE ran_state, ONLY : ran_seed
    IMPLICIT NONE
    INTEGER(I4B), PARAMETER :: NPT=100
    REAL(SP), PARAMETER :: SPREAD=0.5_sp
    INTEGER(I4B) :: mwt
    REAL(SP) :: a,b,chi2,q,siga,sigb
    REAL(SP), DIMENSION(NPT) :: harvest,sig,x,y
    call ran_seed(sequence=731)
    x(:)=arth(0.1_sp,0.1_sp,NPT)
    call gasdev(harvest)
    y(:)=-2.0_sp*x(:)+1.0_sp+SPREAD*harvest
    sig(:)=SPREAD
    do mwt=0,1
        if (mwt == 0) then
            write(*,'(//1x,a)') 'Ignoring standard deviation'
            call fit(x,y,a,b,siga,sigb,chi2,q)
        else
            write(*,'(//1x,a)') 'Including standard deviation'
            call fit(x,y,a,b,siga,sigb,chi2,q,sig)
        end if
        write(*,'(1x,t5,a,f9.6,t24,a,f9.6)') 'A = ',a,'Uncertainty: ',&
            siga
        write(*,'(1x,t5,a,f9.6,t24,a,f9.6)') 'B = ',b,'Uncertainty: ',&
            sigb
        write(*,'(1x,t5,a,4x,f10.6)') 'Chi-squared: ',chi2
        write(*,'(1x,t5,a,f10.6)') 'Goodness-of-fit: ',q
    end do
    END PROGRAM xfit

But when I compile it I get the following error

USE ran_state, ONLY : ran_seed
     1
Fatal Error: Can't open module file 'ran_state.mod' for reading at (1):
              No such file or directory

Could you please tell me how I can solve it?

Solution

A rather late answer.

Get your sub modules and compile:

gfortran -c nrtype.f90 nrutil.f90 nr.f90 ran_state.f90
Now link the generated o files with your main program: xfit.f90 and create the executable, which I've called main:

gfortran -o main xfit.f90 nrtype.o nrutil.o nr.o ran_state.o
Run the executable:

./main