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Diffstat (limited to 'gsl-1.9/randist/pareto.c')
-rw-r--r-- | gsl-1.9/randist/pareto.c | 54 |
1 files changed, 54 insertions, 0 deletions
diff --git a/gsl-1.9/randist/pareto.c b/gsl-1.9/randist/pareto.c new file mode 100644 index 0000000..75aaac6 --- /dev/null +++ b/gsl-1.9/randist/pareto.c @@ -0,0 +1,54 @@ +/* randist/pareto.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 Pareto distribution has the form, + + p(x) dx = (a/b) / (x/b)^(a+1) dx for x >= b + + */ + +double +gsl_ran_pareto (const gsl_rng * r, double a, const double b) +{ + double x = gsl_rng_uniform_pos (r); + + double z = pow (x, -1 / a); + + return b * z; +} + +double +gsl_ran_pareto_pdf (const double x, const double a, const double b) +{ + if (x >= b) + { + double p = (a/b) / pow (x/b, a + 1); + return p; + } + else + { + return 0; + } +} + |