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Diffstat (limited to 'gsl-1.9/randist/pascal.c')
-rw-r--r-- | gsl-1.9/randist/pascal.c | 50 |
1 files changed, 50 insertions, 0 deletions
diff --git a/gsl-1.9/randist/pascal.c b/gsl-1.9/randist/pascal.c new file mode 100644 index 0000000..58e25b5 --- /dev/null +++ b/gsl-1.9/randist/pascal.c @@ -0,0 +1,50 @@ +/* randist/pascal.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 Pascal distribution is a negative binomial with valued integer n + + prob(k) = (n - 1 + k)!/(n!(k - 1)!) * p^n (1-p)^k for k = 0, 1, ..., n + + */ + +unsigned int +gsl_ran_pascal (const gsl_rng * r, double p, unsigned int n) +{ + /* This is a separate interface for the pascal distribution so that + it can be optimized differently from the negative binomial in + future. + + e.g. if n < 10 it might be faster to generate the Pascal + distributions as the sum of geometric variates directly. */ + + unsigned int k = gsl_ran_negative_binomial (r, p, (double) n); + return k; +} + +double +gsl_ran_pascal_pdf (const unsigned int k, const double p, unsigned int n) +{ + double P = gsl_ran_negative_binomial_pdf (k, p, (double) n); + return P; +} |