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/* histogram/pdf.c
*
* Copyright (C) 1996, 1997, 1998, 1999, 2000 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 <stdlib.h>
#include <gsl/gsl_errno.h>
#include <gsl/gsl_histogram.h>
#include "find.c"
double
gsl_histogram_pdf_sample (const gsl_histogram_pdf * p, double r)
{
size_t i;
int status;
/* Wrap the exclusive top of the bin down to the inclusive bottom of
the bin. Since this is a single point it should not affect the
distribution. */
if (r == 1.0)
{
r = 0.0;
}
status = find (p->n, p->sum, r, &i);
if (status)
{
GSL_ERROR_VAL ("cannot find r in cumulative pdf", GSL_EDOM, 0);
}
else
{
double delta = (r - p->sum[i]) / (p->sum[i + 1] - p->sum[i]);
double x = p->range[i] + delta * (p->range[i + 1] - p->range[i]);
return x;
}
}
gsl_histogram_pdf *
gsl_histogram_pdf_alloc (const size_t n)
{
gsl_histogram_pdf *p;
if (n == 0)
{
GSL_ERROR_VAL ("histogram pdf length n must be positive integer",
GSL_EDOM, 0);
}
p = (gsl_histogram_pdf *) malloc (sizeof (gsl_histogram_pdf));
if (p == 0)
{
GSL_ERROR_VAL ("failed to allocate space for histogram pdf struct",
GSL_ENOMEM, 0);
}
p->range = (double *) malloc ((n + 1) * sizeof (double));
if (p->range == 0)
{
free (p); /* exception in constructor, avoid memory leak */
GSL_ERROR_VAL ("failed to allocate space for histogram pdf ranges",
GSL_ENOMEM, 0);
}
p->sum = (double *) malloc ((n + 1) * sizeof (double));
if (p->sum == 0)
{
free (p->range);
free (p); /* exception in constructor, avoid memory leak */
GSL_ERROR_VAL ("failed to allocate space for histogram pdf sums",
GSL_ENOMEM, 0);
}
p->n = n;
return p;
}
int
gsl_histogram_pdf_init (gsl_histogram_pdf * p, const gsl_histogram * h)
{
size_t i;
size_t n = p->n;
if (n != h->n)
{
GSL_ERROR ("histogram length must match pdf length", GSL_EINVAL);
}
for (i = 0; i < n; i++)
{
if (h->bin[i] < 0)
{
GSL_ERROR ("histogram bins must be non-negative to compute"
"a probability distribution", GSL_EDOM);
}
}
for (i = 0; i < n + 1; i++)
{
p->range[i] = h->range[i];
}
{
double mean = 0, sum = 0;
for (i = 0; i < n; i++)
{
mean += (h->bin[i] - mean) / ((double) (i + 1));
}
p->sum[0] = 0;
for (i = 0; i < n; i++)
{
sum += (h->bin[i] / mean) / n;
p->sum[i + 1] = sum;
}
}
return GSL_SUCCESS;
}
void
gsl_histogram_pdf_free (gsl_histogram_pdf * p)
{
free (p->range);
free (p->sum);
free (p);
}
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