1 files changed, 54 insertions, 0 deletions
diff --git a/gsl-1.9/randist/erlang.c b/gsl-1.9/randist/erlang.c
new file mode 100644
index 0000000..a990403
--- /dev/null
+++ b/gsl-1.9/randist/erlang.c
@@ -0,0 +1,54 @@
+/* randist/erlang.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_sf_gamma.h>
+#include <gsl/gsl_rng.h>
+#include <gsl/gsl_randist.h>
+
+/* The sum of N samples from an exponential distribution gives an
+   Erlang distribution
+
+   p(x) dx = x^(n-1) exp (-x/a) / ((n-1)!a^n) dx
+
+   for x = 0 ... +infty */
+
+double
+gsl_ran_erlang (const gsl_rng * r, const double a, const double n)
+{
+  return gsl_ran_gamma (r, n, a);
+}
+
+double
+gsl_ran_erlang_pdf (const double x, const double a, const double n)
+{
+  if (x <= 0) 
+    {
+      return 0 ;
+    }
+  else
+    {
+      double p;
+      double lngamma = gsl_sf_lngamma (n);
+
+      p = exp ((n - 1) * log (x/a) - x/a - lngamma) / a;
+      return p;
+    }
+}