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Diffstat (limited to 'gsl-1.9/randist/nbinomial.c')
-rw-r--r-- | gsl-1.9/randist/nbinomial.c | 54 |
1 files changed, 54 insertions, 0 deletions
diff --git a/gsl-1.9/randist/nbinomial.c b/gsl-1.9/randist/nbinomial.c new file mode 100644 index 0000000..e1ac49a --- /dev/null +++ b/gsl-1.9/randist/nbinomial.c @@ -0,0 +1,54 @@ +/* randist/nbinomial.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 negative binomial distribution has the form, + + prob(k) = Gamma(n + k)/(Gamma(n) Gamma(k + 1)) p^n (1-p)^k + + for k = 0, 1, ... . Note that n does not have to be an integer. + + This is the Leger's algorithm (given in the answers in Knuth) */ + +unsigned int +gsl_ran_negative_binomial (const gsl_rng * r, double p, double n) +{ + double X = gsl_ran_gamma (r, n, 1.0) ; + unsigned int k = gsl_ran_poisson (r, X*(1-p)/p) ; + return k ; +} + +double +gsl_ran_negative_binomial_pdf (const unsigned int k, const double p, double n) +{ + double P; + + double f = gsl_sf_lngamma (k + n) ; + double a = gsl_sf_lngamma (n) ; + double b = gsl_sf_lngamma (k + 1.0) ; + + P = exp(f-a-b) * pow (p, n) * pow (1 - p, (double)k); + + return P; +} |