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Diffstat (limited to 'gsl-1.9/randist/logistic.c')
-rw-r--r-- | gsl-1.9/randist/logistic.c | 53 |
1 files changed, 53 insertions, 0 deletions
diff --git a/gsl-1.9/randist/logistic.c b/gsl-1.9/randist/logistic.c new file mode 100644 index 0000000..be72019 --- /dev/null +++ b/gsl-1.9/randist/logistic.c @@ -0,0 +1,53 @@ +/* randist/logistic.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 logistic distribution has the form, + + p(x) dx = (1/a) exp(-x/a) / (1 + exp(-x/a))^2 dx + + for -infty < x < infty */ + +double +gsl_ran_logistic (const gsl_rng * r, const double a) +{ + double x, z; + + do + { + x = gsl_rng_uniform_pos (r); + } + while (x == 1); + + z = log (x / (1 - x)); + + return a * z; +} + +double +gsl_ran_logistic_pdf (const double x, const double a) +{ + double u = exp (-fabs(x)/a); + double p = u / (fabs(a) * (1 + u) * (1 + u)); + return p; +} |