diff options
Diffstat (limited to 'gsl-1.9/histogram/pdf.c')
-rw-r--r-- | gsl-1.9/histogram/pdf.c | 153 |
1 files changed, 153 insertions, 0 deletions
diff --git a/gsl-1.9/histogram/pdf.c b/gsl-1.9/histogram/pdf.c new file mode 100644 index 0000000..78f9a22 --- /dev/null +++ b/gsl-1.9/histogram/pdf.c @@ -0,0 +1,153 @@ +/* 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); +} |