summaryrefslogtreecommitdiff
path: root/gsl-1.9/randist/lognormal.c
diff options
context:
space:
mode:
Diffstat (limited to 'gsl-1.9/randist/lognormal.c')
-rw-r--r--gsl-1.9/randist/lognormal.c70
1 files changed, 70 insertions, 0 deletions
diff --git a/gsl-1.9/randist/lognormal.c b/gsl-1.9/randist/lognormal.c
new file mode 100644
index 0000000..2dc215a
--- /dev/null
+++ b/gsl-1.9/randist/lognormal.c
@@ -0,0 +1,70 @@
+/* randist/lognormal.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_math.h>
+#include <gsl/gsl_rng.h>
+#include <gsl/gsl_randist.h>
+
+/* The lognormal distribution has the form
+
+ p(x) dx = 1/(x * sqrt(2 pi sigma^2)) exp(-(ln(x) - zeta)^2/2 sigma^2) dx
+
+ for x > 0. Lognormal random numbers are the exponentials of
+ gaussian random numbers */
+
+double
+gsl_ran_lognormal (const gsl_rng * r, const double zeta, const double sigma)
+{
+ double u, v, r2, normal, z;
+
+ do
+ {
+ /* choose x,y in uniform square (-1,-1) to (+1,+1) */
+
+ u = -1 + 2 * gsl_rng_uniform (r);
+ v = -1 + 2 * gsl_rng_uniform (r);
+
+ /* see if it is in the unit circle */
+ r2 = u * u + v * v;
+ }
+ while (r2 > 1.0 || r2 == 0);
+
+ normal = u * sqrt (-2.0 * log (r2) / r2);
+
+ z = exp (sigma * normal + zeta);
+
+ return z;
+}
+
+double
+gsl_ran_lognormal_pdf (const double x, const double zeta, const double sigma)
+{
+ if (x <= 0)
+ {
+ return 0 ;
+ }
+ else
+ {
+ double u = (log (x) - zeta)/sigma;
+ double p = 1 / (x * fabs(sigma) * sqrt (2 * M_PI)) * exp (-(u * u) /2);
+ return p;
+ }
+}