1 files changed, 68 insertions, 0 deletions
diff --git a/gsl-1.9/randist/beta.c b/gsl-1.9/randist/beta.c
new file mode 100644
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+++ b/gsl-1.9/randist/beta.c
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+/* randist/beta.c
+ * 
+ * Copyright (C) 1996, 1997, 1998, 1999, 2000 James Theiler, 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 <math.h>
+#include <gsl/gsl_math.h>
+#include <gsl/gsl_rng.h>
+#include <gsl/gsl_randist.h>
+#include <gsl/gsl_sf_gamma.h>
+
+/* The beta distribution has the form
+
+   p(x) dx = (Gamma(a + b)/(Gamma(a) Gamma(b))) x^(a-1) (1-x)^(b-1) dx
+
+   The method used here is the one described in Knuth */
+
+double
+gsl_ran_beta (const gsl_rng * r, const double a, const double b)
+{
+  double x1 = gsl_ran_gamma (r, a, 1.0);
+  double x2 = gsl_ran_gamma (r, b, 1.0);
+
+  return x1 / (x1 + x2);
+}
+
+double
+gsl_ran_beta_pdf (const double x, const double a, const double b)
+{
+  if (x < 0 || x > 1)
+    {
+      return 0 ;
+    }
+  else 
+    {
+      double p;
+
+      double gab = gsl_sf_lngamma (a + b);
+      double ga = gsl_sf_lngamma (a);
+      double gb = gsl_sf_lngamma (b);
+      
+      if (x == 0.0 || x == 1.0) 
+        {
+          p = exp (gab - ga - gb) * pow (x, a - 1) * pow (1 - x, b - 1);
+        }
+      else
+        {
+          p = exp (gab - ga - gb + log(x) * (a - 1)  + log1p(-x) * (b - 1));
+        }
+
+      return p;
+    }
+}