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Diffstat (limited to 'gsl-1.9/randist/logarithmic.c')
-rw-r--r-- | gsl-1.9/randist/logarithmic.c | 76 |
1 files changed, 76 insertions, 0 deletions
diff --git a/gsl-1.9/randist/logarithmic.c b/gsl-1.9/randist/logarithmic.c new file mode 100644 index 0000000..58b5ea9 --- /dev/null +++ b/gsl-1.9/randist/logarithmic.c @@ -0,0 +1,76 @@ +/* randist/logarithmic.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> + +/* Logarithmic distribution + + prob(n) = p^n / (n log(1/(1-p)) for n = 1, 2, 3, ... + + We use Kemp's second accelerated generator, from Luc Devroye's book + on "Non-Uniform Random Variate Generation", Springer */ + +unsigned int +gsl_ran_logarithmic (const gsl_rng * r, const double p) +{ + double c = log (1-p) ; + + double v = gsl_rng_uniform_pos (r); + + if (v >= p) + { + return 1 ; + } + else + { + double u = gsl_rng_uniform_pos (r); + double q = 1 - exp (c * u); + + if (v <= q*q) + { + double x = 1 + log(v)/log(q) ; + return x ; + } + else if (v <= q) + { + return 2; + } + else + { + return 1 ; + } + } +} + +double +gsl_ran_logarithmic_pdf (const unsigned int k, const double p) +{ + if (k == 0) + { + return 0 ; + } + else + { + double P = pow(p, (double)k) / (double) k / log(1/(1-p)) ; + return P; + } +} |