1 files changed, 67 insertions, 0 deletions
diff --git a/gsl-1.9/randist/fdist.c b/gsl-1.9/randist/fdist.c
new file mode 100644
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+++ b/gsl-1.9/randist/fdist.c
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+/* randist/fdist.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 F distribution has the form
+
+   p(x) dx = (nu1^(nu1/2) nu2^(nu2/2) Gamma((nu1 + nu2)/2) /
+   Gamma(nu1/2) Gamma(nu2/2)) *
+   x^(nu1/2 - 1) (nu2 + nu1 * x)^(-nu1/2 -nu2/2) dx
+
+   The method used here is the one described in Knuth */
+
+double
+gsl_ran_fdist (const gsl_rng * r, const double nu1, const double nu2)
+{
+
+  double Y1 =  gsl_ran_gamma (r, nu1 / 2, 2.0);
+  double Y2 =  gsl_ran_gamma (r, nu2 / 2, 2.0);
+
+  double f = (Y1 * nu2) / (Y2 * nu1);
+
+  return f;
+}
+
+double
+gsl_ran_fdist_pdf (const double x, const double nu1, const double nu2)
+{
+  if (x < 0)
+    {
+      return 0 ;
+    }
+  else
+    {
+      double p;
+      double lglg = (nu1 / 2) * log (nu1) + (nu2 / 2) * log (nu2) ;
+
+      double lg12 = gsl_sf_lngamma ((nu1 + nu2) / 2);
+      double lg1 = gsl_sf_lngamma (nu1 / 2);
+      double lg2 = gsl_sf_lngamma (nu2 / 2);
+      
+      p = exp (lglg + lg12 - lg1 - lg2)
+        * pow (x, nu1 / 2 - 1) * pow (nu2 + nu1 * x, -nu1 / 2 - nu2 / 2);
+      
+      return p;
+    }
+}