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+/* 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;
+}