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Diffstat (limited to 'gsl-1.9/randist/ChangeLog')
| -rw-r--r-- | gsl-1.9/randist/ChangeLog | 437 |
1 files changed, 437 insertions, 0 deletions
diff --git a/gsl-1.9/randist/ChangeLog b/gsl-1.9/randist/ChangeLog new file mode 100644 index 0000000..fb727e8 --- /dev/null +++ b/gsl-1.9/randist/ChangeLog @@ -0,0 +1,437 @@ +2007-02-20 Brian Gough <bjg@network-theory.co.uk> + + * gamma.c (gsl_ran_gamma): avoid an unnecessary function call to + gsl_ran_gamma_mt, since that maps back to gsl_ran_gamma now + +2007-02-14 Brian Gough <bjg@network-theory.co.uk> + + * test.c (testPDF): reduce the test sensitivity to avoid failures + caused by weaknesses in the underlying rng + +2007-01-26 Brian Gough <bjg@network-theory.co.uk> + + * gamma.c (gsl_ran_gamma): the Marsaglia Tsang method is now the + default + (gsl_ran_gamma_knuth): new function name, preserving the original + gsl_ran_gamma + +2006-08-30 Brian Gough <bjg@network-theory.co.uk> + + * discrete.c (gsl_ran_discrete_preproc): use GSL_ENOMEM instead of + ENOMEM + +2006-04-18 Brian Gough <bjg@network-theory.co.uk> + + * gausszig.c (gsl_ran_gaussian_ziggurat): fix prototype const + +2006-03-26 Brian Gough <bjg@network-theory.co.uk> + + * multinomial.c (gsl_ran_multinomial_lnpdf): use gsl_sf_lnfact + instead of gsl_sf_lngamma for an integer argument + +2006-03-17 Brian Gough <bjg@network-theory.co.uk> + + * binomial_tpe.c (gsl_ran_binomial): cast return values to + unsigned + +2006-02-27 Brian Gough <bjg@network-theory.co.uk> + + * beta.c (gsl_ran_beta_pdf): work with logs avoid + underflow/overflow + +2006-02-19 Brian Gough <bjg@network-theory.co.uk> + + * gauss.c (gsl_ran_gaussian): reject case where x=-1 || y=-1 + for true symmetry + (gsl_ran_gaussian_ratio_method): add Leva bounds + + * exppow.c (gsl_ran_exppow): added faster rejection methods + +2006-02-01 Brian Gough <bjg@network-theory.co.uk> + + * gausszig.c: added ziggurat gaussian (Jochen Voss) + +2006-01-20 Brian Gough <bjg@network-theory.co.uk> + + * binomial.c (gsl_ran_binomial_pdf): handle the cases p=0 and p=1 + (gsl_ran_binomial_pdf): use log1p to calculate more accurately + near k=0,p=0 + +2005-08-31 Brian Gough <bjg@network-theory.co.uk> + + * test.c (main): free allocated memory before exit + +2005-08-22 Brian Gough <bjg@network-theory.co.uk> + + * binomial_tpe.c (gsl_ran_binomial): switch to the TPE algorithm + as the default + + * binomial.c (gsl_ran_binomial_knuth): rename the original + binomial function to ..._knuth + +2004-05-30 Brian Gough <bjg@network-theory.co.uk> + + * landau.c (gsl_ran_landau): fix potential array bounds overflow + by extending array. + +2004-04-22 Brian Gough <bjg@network-theory.co.uk> + + * sphere.c (gsl_ran_dir_3d): removed unnecessary check for s==0.0 + +2003-07-25 Brian Gough <bjg@network-theory.co.uk> + + * dirichlet.c: include gsl_sf_gamma.h instead of gsl_sf.h + +2003-07-24 Brian Gough <bjg@network-theory.co.uk> + + * binomial_tpe.c (gsl_ran_binomial_tpe): convert to double to + avoid possible signed/unsigned problems in comparison (ix > n) + (Stirling): removed spurious trailing ; + +2003-05-14 Brian Gough <bjg@network-theory.co.uk> + + * binomial_tpe.c: fast binomial algorithm using TPE method + + * test.c: added the tests for the fast Binomial TPE routine + +2003-02-09 Brian Gough <bjg@network-theory.co.uk> + + * discrete.c (gsl_ran_discrete_preproc): fixed bug reported by + ahoward <ahoward@pollux.usc.edu> + +2003-01-25 Brian Gough <brian.gough@network-theory.co.uk> + + * chisq.c: corrected comments + +2002-12-10 Brian Gough <bjg@network-theory.co.uk> + + * multinomial.c (gsl_ran_multinomial): added multinomial + distribution + + * dirichlet.c (gsl_ran_dirichlet_lnpdf): added logpdf function for + accuracy + +Tue Aug 27 19:08:33 2002 Brian Gough <bjg@network-theory.co.uk> + + * dirichlet.c: added dirichlet distribution + +Sat Aug 18 22:21:07 2001 Brian Gough <bjg@network-theory.co.uk> + + * gsl-randist.c: moved to top-level directory + +Wed Jul 18 12:57:55 2001 Brian Gough <bjg@network-theory.co.uk> + + * landau.c: added Landau distribution from Dave Morrison + +Sat Jun 23 12:30:38 2001 Brian Gough <bjg@network-theory.co.uk> + + * gausstail.c (gsl_ran_gaussian_tail): allow negative values for + the tail cutoff parameter. + +Mon May 21 12:17:07 2001 Brian Gough <bjg@network-theory.co.uk> + + * shuffle.c (gsl_ran_choose): removed void * return value + (gsl_ran_sample): removed void * return value + +Tue Apr 24 17:10:47 2001 Brian Gough <bjg@network-theory.co.uk> + + * bernoulli.c (gsl_ran_bernoulli_pdf): removed unnecessary + reference to gsl_sf.h + +Mon Apr 23 10:25:44 2001 Brian Gough <bjg@network-theory.co.uk> + + * changed calls to old specfunc _impl functions to use new error + handling conventions + +Tue Apr 17 19:57:59 2001 Brian Gough <bjg@network-theory.co.uk> + + * weibull.c (gsl_ran_weibull): changed parameter mu to a, since it + is not the mean + (gsl_ran_weibull_pdf): changed parameter mu to a, since it + is not the mean + + * logistic.c (gsl_ran_logistic): changed parameter mu to a, since it + is not the mean + (gsl_ran_logistic_pdf): changed parameter mu to a, since it + is not the mean + + * laplace.c (gsl_ran_laplace): changed parameter mu to a, since it + is not the mean + (gsl_ran_laplace_pdf): changed parameter mu to a, since it + is not the mean + + * exppow.c (gsl_ran_exppow): changed parameter mu to a, since it + is not the mean + (gsl_ran_exppow_pdf): changed parameter mu to a, since it + is not the mean + + * cauchy.c (gsl_ran_cauchy): changed parameter mu to a, since it + is not the mean + (gsl_ran_cauchy_pdf): changed parameter mu to a, since it + is not the mean + +Tue Feb 20 11:14:00 2001 Brian Gough <bjg@network-theory.co.uk> + + * levy.c: added the skew symmetric routine from Keith Briggs, + changed the definition of the original function to match and not + use mu as a scale parameter. + +2000-10-17 Brian Gough <bjg@inweb.aethos.co.uk> + + * shuffle.c (gsl_ran_shuffle): replaced calls of the form + N*gsl_rng_uniform(r) with the integer form gsl_rng_uniform(r, N) + +Thu Sep 21 18:41:53 2000 Brian Gough <bjg@network-theory.co.uk> + + * pareto.c (gsl_ran_pareto): made arguments and documentation + consistent + +Wed May 10 14:55:43 2000 Brian Gough <bjg@network-theory.co.uk> + + * gsl-randist.c (main): fixed bug for lognormal (it was calling + exppow) Tadhg O'Meara <tadhg@net-cs.ucd.ie> + + * gsl-randist.c (main): print out all the dimensions for dir-nd, + not just the first + +Tue Apr 25 20:45:14 2000 Brian Gough <bjg@network-theory.co.uk> + + * shuffle.c (gsl_ran_sample): lifted the restriction that sampling + with replacement could only be done less than n times for n objects. + +Tue Mar 14 21:31:46 2000 Brian Gough <bjg@network-theory.co.uk> + + * logistic.c (gsl_ran_logistic_pdf): prevent overflow in + computation of pdf for x < 0 + +Thu Oct 7 12:55:40 1999 Brian Gough <bjg@network-theory.co.uk> + + * discrete.c (gsl_ran_discrete_free): removed unreachable code + "return 0"; + +Fri Aug 6 16:02:08 1999 Brian Gough <bjg@network-theory.co.uk> + + * sphere.c (gsl_ran_dir_nd): number of dimensions is now unsigned + (size_t) + + * logarithmic.c (gsl_ran_logarithmic_pdf): removed warning about + passing arg 2 of `pow' as floating rather than integer due to + prototype + +Sun Aug 1 20:29:43 1999 Brian Gough <bjg@network-theory.co.uk> + + * discrete.c: converted to GSL_ERROR macros for error handling + +Tue Jul 27 14:14:38 1999 Brian Gough <bjg@network-theory.co.uk> + + * sphere.c (gsl_ran_dir_3d): use the Knop method only -- it is the + best. + (gsl_ran_dir_2d_trig_method): split out the trig method as an + alternative for those platforms where it is faster + + * bigauss.c: split out the bivariate gaussian into its own source + file + +1999-06-30 Mark Galassi <rosalia@lanl.gov> + + * discrete.c: (thanks to Frederick W. Wheeler + <wheeler@cipr.rpi.edu>) changed the type stack_t to gsl_stack_t to + avoid a conflict on HPUX. + +Sun Feb 28 20:41:18 1999 Brian Gough <bjg@netsci.freeserve.co.uk> + + * gsl-randist.c (main): change cfree() to free(), which is + standard. + + * discrete.c (gsl_ran_discrete_preproc): removed warning, pTotal + is now initialized to zero. + +1999-01-31 James Theiler <jt@lanl.gov> + * gauss.c added a new function gsl_ran_ugaussian_tail() which + provides random numbers out on the tail of a gaussian. I also + added (but then #ifdef'd out) a second implementation of ordinary + gaussian numbers. This second implementation passes the tests + okay, but it is a touch slower on my home Pentium. + * gsl_randist.h added prototypes + * test.c added tests for new gaussian tail function; also altered + testMoment's ugaussian range (-1,1) value from .68 to a more + accurate value. + * ../doc/random.texi further updated + +1999-01-30 James Theiler <jt@lanl.gov> + * discrete.c added implementation of Walker's algorithm for + rapidly choosing a random integer k where the k's are distributed + by a user-supplied array of probabilities P[k]. This includes + functions gsl_ran_discrete(), gsl_ran_discrete_preproc(), + gsl_ran_discrete_free(), and gsl_ran_discrete_pdf(). + * gsl_randist.h added definition of structure gsl_ran_discrete_t, + also prototypes of new functions defined in discrete.c + * test.c added tests for gsl_ran_discrete(), also + * test.c made some essentially cosmetic changes: + 1/ redefined FUNC and FUNC2 macros so now output looks like + "test gsl_ran_poisson" instead of "gsl_ran_test_poisson" + 2/ changed names of toplevel tests, eg test_moments->testMoments, + test_pdf->testPDF, etc, to distinguish them from all the individual + functions test_poisson, test_binomial, etc. + hope that's ok. + * ../doc/random.texi updated to reflect the new discrete functions, + as well as the new implementations of the sphere.c routines. + +1999-01-28 James Theiler <jt@lanl.gov> + * sphere.c modified gsl_ran_dir_3d, to speed it up about 2x + also modified gsl_ran_dir_2d, providing alternative algorithms + (#ifdef'd appropriately). which is faster is machine dependent. + also gsl_ran_dir_nd for n-dimensional direction, using + gaussian random variables, normalized to the unit sphere + also added ref's to Knuth and others describing the algorithms + * gsl_randist.h added gsl_ran_dir_nd() prototype + * gsl-randist.c added dir-nd option + +Tue Dec 15 23:08:57 1998 Brian Gough <bjg@vvv.lanl.gov> + + * updated all the functions depending on gsl_sf to use the new + special function interface, based on gsl_sf_result + +Tue Nov 17 17:02:54 1998 Brian Gough <bjg@vvv.lanl.gov> + + * added #include <config.h> to all top-level source files + +1998-11-06 <bjg@ancho.lanl.gov> + + * test.c: ensured that M_PI is available by #include <gsl_math.h> + +Wed Sep 16 14:44:08 1998 Brian Gough <bjg@vvv.lanl.gov> + + * rayleigh.c: added rayleigh tail distribution + +Sat Sep 12 13:03:19 1998 Brian Gough <bjg@vvv.lanl.gov> + + * rayleigh.c: added rayleigh distribution + +Mon Aug 31 James Theiler <jt@lanl.gov> + + * Makefile.am: added ../utils/libutils.a to some LDADD's + +Mon Aug 17 14:31:55 1998 Brian Gough <bjg@vvv.lanl.gov> + + * gsl_randist.h: renamed discrete probability distribution + parameters to use consistent k,n notation (k = sample, n = total, + e.g. p(k) = function(k,n) ) + +Wed Aug 12 14:02:31 1998 Brian Gough <bjg@vvv.lanl.gov> + + * lognormal.c: added zeta and sigma (location and scale parameters) + + * logarithmic.c (gsl_ran_logarithmic): added logarithmic distribution + +Mon Aug 10 14:41:15 1998 Brian Gough <bjg@vvv.lanl.gov> + + * gsl-randist.c: added random direction functions + + * gamma.c: added the scale paramter for the gamma distribution + +Thu Aug 6 12:19:59 1998 Brian Gough <bjg@vvv.lanl.gov> + + * gauss.c (gsl_ran_bivariate_gaussian): added bivariate with + correlations. + + * hyperg.c: renamed variables, fixed bug + +Wed Aug 5 11:21:45 1998 Brian Gough <bjg@vvv.lanl.gov> + + * gsl-dist.c: renamed gsl-dist.c to gsl-randist.c, for + consistency + +Tue Aug 4 12:29:17 1998 Brian Gough <bjg@vvv.lanl.gov> + + * gsl-dist.c: a program for generating samples from the + distributions + + * levy.c (gsl_ran_levy): take care of special case, a=1 + + * logistic.c: allow scale parameter, mu + + * weibull.c: allow scale parameter, mu + + * pareto.c: allow scale parameter, mu + + * exppow.c: handle the case a<1 using a transformation of the + gamma distribution. + + * gamma.c (gsl_ran_gamma_int): removed the check for + GSL_LOGINIFINITY since underflow can't occur for 32-bit random + numbers in double precision. + +Mon Aug 3 13:09:39 1998 Brian Gough <bjg@vvv.lanl.gov> + + * test.c: added tests for shuffle and choose + + * pascal.c: added the Pascal distribution + + * hyperg.c: added the hypergeometric distribution + +Fri Jul 31 12:52:12 1998 Brian Gough <bjg@vvv.lanl.gov> + + * gsl_randist.h: renamed gsl_ran_two_sided_exponential to + gsl_ran_laplace + +1998-07-26 Mark Galassi <rosalia@cygnus.com> + + * Makefile.am (INCLUDES): added -I$(top_srcdir), since gsl_math.h + is needed, and that is in the top level source directory. This is + necessary for using a separate build directory. + +Tue Jul 14 12:39:30 1998 Brian Gough <bjg@vvv.lanl.gov> + + * nbinomial.c: added Negative Binomial distribution + + * bernoulli.c: added Bernoulli distribution + + * poisson.c (gsl_ran_poisson): fixed a serious bug in the unrolled + recursion which led to an incorrect result being returned for the + large t case. This shows the importance of tests that cover all + possible branches!!! + + * erlang.c (gsl_ran_erlang_pdf): renamed mu to a for consistency + +Thu Jul 2 15:47:05 1998 Brian Gough <bjg@vvv.lanl.gov> + + * added some extra distributions, lognormal.c gaussian.c + logistic.c pareto.c geometric.c erlang.c chisq.c weibull.c, + although they aren't finished yet + +Wed Jul 1 11:56:06 1998 Brian Gough <bjg@vvv.lanl.gov> + + * replace do { u = gsl_rng_uniform(r) } while (u == 0) by a direct + call to gsl_rng_uniform_pos. + +Sun Jun 28 14:21:13 1998 Brian Gough <bjg@vvv.lanl.gov> + + * converted everything to work with rng style generators + +Sun Apr 19 19:06:59 1998 Brian Gough <bjg@vvv.lanl.gov> + + * made the 'gsl-dist' programs just output a single column of + their random numbers (previously some of the programs printed both + the uniform variate and the transformed number) + + * got rid of the 'bench-' programs. We will have a full testing + suite soon. + + * renamed the installed programs from 'dist' to 'gsl-dist' so that + they don't overwrite anything, e.g. it's possible the user might + have other programs called 'gauss' or 'gamma' installed in + /usr/local + +Sat Mar 21 16:09:16 1998 Brian Gough <bjg@vvv.lanl.gov> + + * laplace.c (gsl_ran_laplace): added a Laplace distribution + (two-sided exponential) + + * lorentz.c (gsl_ran_lorentzian): added a Lorentz distribution + +1998-01-30 Mark Galassi <rosalia@cygnus.com> + + * Makefile.am (lib_LIBRARIES): now it creates libgslrandist.a so + that we have gaussian and poisson distributions. + |