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Diffstat (limited to 'gsl-1.9/randist/hyperg.c')
-rw-r--r-- | gsl-1.9/randist/hyperg.c | 124 |
1 files changed, 124 insertions, 0 deletions
diff --git a/gsl-1.9/randist/hyperg.c b/gsl-1.9/randist/hyperg.c new file mode 100644 index 0000000..c15de09 --- /dev/null +++ b/gsl-1.9/randist/hyperg.c @@ -0,0 +1,124 @@ +/* randist/hyperg.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> +#include <gsl/gsl_sf_gamma.h> + +/* The hypergeometric distribution has the form, + + prob(k) = choose(n1,t) choose(n2, t-k) / choose(n1+n2,t) + + where choose(a,b) = a!/(b!(a-b)!) + + n1 + n2 is the total population (tagged plus untagged) + n1 is the tagged population + t is the number of samples taken (without replacement) + k is the number of tagged samples found + +*/ + +unsigned int +gsl_ran_hypergeometric (const gsl_rng * r, unsigned int n1, unsigned int n2, + unsigned int t) +{ + const unsigned int n = n1 + n2; + + unsigned int i = 0; + unsigned int a = n1; + unsigned int b = n1 + n2; + unsigned int k = 0; + + if (t > n) + { + t = n ; + } + + if (t < n / 2) + { + for (i = 0 ; i < t ; i++) + { + double u = gsl_rng_uniform(r) ; + + if (b * u < a) + { + k++ ; + if (k == n1) + return k ; + a-- ; + } + b-- ; + } + return k; + } + else + { + for (i = 0 ; i < n - t ; i++) + { + double u = gsl_rng_uniform(r) ; + + if (b * u < a) + { + k++ ; + if (k == n1) + return n1 - k ; + a-- ; + } + b-- ; + } + return n1 - k; + } + + +} + +double +gsl_ran_hypergeometric_pdf (const unsigned int k, + const unsigned int n1, + const unsigned int n2, + unsigned int t) +{ + if (t > n1 + n2) + { + t = n1 + n2 ; + } + + if (k > n1 || k > t) + { + return 0 ; + } + else if (t > n2 && k + n2 < t ) + { + return 0 ; + } + else + { + double p; + + double c1 = gsl_sf_lnchoose(n1,k); + double c2 = gsl_sf_lnchoose(n2,t-k); + double c3 = gsl_sf_lnchoose(n1+n2,t); + + p = exp(c1 + c2 - c3) ; + + return p; + } +} |