1 files changed, 93 insertions, 0 deletions
diff --git a/gsl-1.9/randist/poisson.c b/gsl-1.9/randist/poisson.c
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+++ b/gsl-1.9/randist/poisson.c
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+/* randist/poisson.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_sf_gamma.h>
+#include <gsl/gsl_rng.h>
+#include <gsl/gsl_randist.h>
+
+/* The poisson distribution has the form
+
+   p(n) = (mu^n / n!) exp(-mu) 
+
+   for n = 0, 1, 2, ... . The method used here is the one from Knuth. */
+
+unsigned int
+gsl_ran_poisson (const gsl_rng * r, double mu)
+{
+  double emu;
+  double prod = 1.0;
+  unsigned int k = 0;
+
+  while (mu > 10)
+    {
+      unsigned int m = mu * (7.0 / 8.0);
+
+      double X = gsl_ran_gamma_int (r, m);
+
+      if (X >= mu)
+        {
+          return k + gsl_ran_binomial (r, mu / X, m - 1);
+        }
+      else
+        {
+          k += m;
+          mu -= X; 
+        }
+    }
+
+  /* This following method works well when mu is small */
+
+  emu = exp (-mu);
+
+  do
+    {
+      prod *= gsl_rng_uniform (r);
+      k++;
+    }
+  while (prod > emu);
+
+  return k - 1;
+
+}
+
+void
+gsl_ran_poisson_array (const gsl_rng * r, size_t n, unsigned int array[],
+                       double mu)
+{
+  size_t i;
+
+  for (i = 0; i < n; i++)
+    {
+      array[i] = gsl_ran_poisson (r, mu);
+    }
+
+  return;
+}
+
+double
+gsl_ran_poisson_pdf (const unsigned int k, const double mu)
+{
+  double p;
+  double lf = gsl_sf_lnfact (k); 
+
+  p = exp (log (mu) * k - lf - mu);
+  return p;
+}