| /* 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); |
| } |