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-rw-r--r--gsl-1.9/histogram/pdf.c153
1 files changed, 153 insertions, 0 deletions
diff --git a/gsl-1.9/histogram/pdf.c b/gsl-1.9/histogram/pdf.c
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+++ b/gsl-1.9/histogram/pdf.c
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+/* histogram/pdf.c
+ *
+ * Copyright (C) 1996, 1997, 1998, 1999, 2000 Brian Gough
+ *
+ * This program is free software; you can redistribute it and/or modify
+ * it under the terms of the GNU General Public License as published by
+ * the Free Software Foundation; either version 2 of the License, or (at
+ * your option) any later version.
+ *
+ * This program is distributed in the hope that it will be useful, but
+ * WITHOUT ANY WARRANTY; without even the implied warranty of
+ * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
+ * General Public License for more details.
+ *
+ * You should have received a copy of the GNU General Public License
+ * along with this program; if not, write to the Free Software
+ * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
+ */
+
+#include <config.h>
+#include <stdlib.h>
+#include <gsl/gsl_errno.h>
+#include <gsl/gsl_histogram.h>
+
+#include "find.c"
+
+double
+gsl_histogram_pdf_sample (const gsl_histogram_pdf * p, double r)
+{
+ size_t i;
+ int status;
+
+/* Wrap the exclusive top of the bin down to the inclusive bottom of
+ the bin. Since this is a single point it should not affect the
+ distribution. */
+
+ if (r == 1.0)
+ {
+ r = 0.0;
+ }
+
+ status = find (p->n, p->sum, r, &i);
+
+ if (status)
+ {
+ GSL_ERROR_VAL ("cannot find r in cumulative pdf", GSL_EDOM, 0);
+ }
+ else
+ {
+ double delta = (r - p->sum[i]) / (p->sum[i + 1] - p->sum[i]);
+ double x = p->range[i] + delta * (p->range[i + 1] - p->range[i]);
+ return x;
+ }
+}
+
+gsl_histogram_pdf *
+gsl_histogram_pdf_alloc (const size_t n)
+{
+ gsl_histogram_pdf *p;
+
+ if (n == 0)
+ {
+ GSL_ERROR_VAL ("histogram pdf length n must be positive integer",
+ GSL_EDOM, 0);
+ }
+
+ p = (gsl_histogram_pdf *) malloc (sizeof (gsl_histogram_pdf));
+
+ if (p == 0)
+ {
+ GSL_ERROR_VAL ("failed to allocate space for histogram pdf struct",
+ GSL_ENOMEM, 0);
+ }
+
+ p->range = (double *) malloc ((n + 1) * sizeof (double));
+
+ if (p->range == 0)
+ {
+ free (p); /* exception in constructor, avoid memory leak */
+
+ GSL_ERROR_VAL ("failed to allocate space for histogram pdf ranges",
+ GSL_ENOMEM, 0);
+ }
+
+ p->sum = (double *) malloc ((n + 1) * sizeof (double));
+
+ if (p->sum == 0)
+ {
+ free (p->range);
+ free (p); /* exception in constructor, avoid memory leak */
+
+ GSL_ERROR_VAL ("failed to allocate space for histogram pdf sums",
+ GSL_ENOMEM, 0);
+ }
+
+ p->n = n;
+
+ return p;
+}
+
+int
+gsl_histogram_pdf_init (gsl_histogram_pdf * p, const gsl_histogram * h)
+{
+ size_t i;
+ size_t n = p->n;
+
+ if (n != h->n)
+ {
+ GSL_ERROR ("histogram length must match pdf length", GSL_EINVAL);
+ }
+
+ for (i = 0; i < n; i++)
+ {
+ if (h->bin[i] < 0)
+ {
+ GSL_ERROR ("histogram bins must be non-negative to compute"
+ "a probability distribution", GSL_EDOM);
+ }
+ }
+
+ for (i = 0; i < n + 1; i++)
+ {
+ p->range[i] = h->range[i];
+ }
+
+ {
+ double mean = 0, sum = 0;
+
+ for (i = 0; i < n; i++)
+ {
+ mean += (h->bin[i] - mean) / ((double) (i + 1));
+ }
+
+ p->sum[0] = 0;
+
+ for (i = 0; i < n; i++)
+ {
+ sum += (h->bin[i] / mean) / n;
+ p->sum[i + 1] = sum;
+ }
+ }
+
+ return GSL_SUCCESS;
+}
+
+
+void
+gsl_histogram_pdf_free (gsl_histogram_pdf * p)
+{
+ free (p->range);
+ free (p->sum);
+ free (p);
+}