1 files changed, 78 insertions, 0 deletions
diff --git a/gsl-1.9/randist/gumbel.c b/gsl-1.9/randist/gumbel.c
new file mode 100644
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+++ b/gsl-1.9/randist/gumbel.c
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+/* randist/gumbel.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_rng.h>
+#include <gsl/gsl_randist.h>
+
+/* The Type I Gumbel distribution has the form,
+
+   p(x) dx = a b exp(-(b exp(-ax) + ax)) dx
+
+   and the Type II Gumbel distribution has the form,
+
+   p(x) dx = b a x^-(a+1) exp(-b x^-a)) dx
+
+ */
+
+double
+gsl_ran_gumbel1 (const gsl_rng * r, const double a, const double b)
+{
+  double x = gsl_rng_uniform_pos (r);
+
+  double z = (log(b) - log(-log(x))) / a;
+
+  return z;
+}
+
+double
+gsl_ran_gumbel1_pdf (const double x, const double a, const double b)
+{
+  double p = a * b *  exp (-(b * exp(-a * x) + a * x));
+  return p;
+}
+
+double
+gsl_ran_gumbel2 (const gsl_rng * r, const double a, const double b)
+{
+  double x = gsl_rng_uniform_pos (r);
+
+  double z = pow(-b / log(x), 1/a);
+
+  return z;
+}
+
+double
+gsl_ran_gumbel2_pdf (const double x, const double a, const double b)
+{
+  if (x <= 0)
+    {
+      return 0 ;
+    }
+  else
+    {
+      double p = b * a *  pow(x,-(a+1)) * exp (-b * pow(x, -a));
+      return p;
+    }
+}
+
+
+
+