1 files changed, 57 insertions, 0 deletions
diff --git a/gsl-1.9/randist/laplace.c b/gsl-1.9/randist/laplace.c
new file mode 100644
index 0000000..c13f793
--- /dev/null
+++ b/gsl-1.9/randist/laplace.c
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+/* randist/laplace.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 two-sided exponential probability distribution is  
+
+   p(x) dx = (1/(2 a)) * exp(-|x/a|) dx
+
+   for -infty < x < infty. It is also known as the Laplace distribution.  */
+
+double
+gsl_ran_laplace (const gsl_rng * r, const double a)
+{
+  double u;
+  do
+    {
+      u = 2 * gsl_rng_uniform (r) - 1.0;
+    }
+  while (u == 0.0);
+
+  if (u < 0)
+    {
+      return a * log (-u);
+    }
+  else
+    {
+      return -a * log (u);
+    }
+}
+
+double
+gsl_ran_laplace_pdf (const double x, const double a)
+{
+  double p = (1/(2*a)) * exp (-fabs (x)/a);
+  return p;
+}
+