| 2007-02-20 Brian Gough <bjg@network-theory.co.uk> |
| |
| * gamma.c (gsl_ran_gamma): avoid an unnecessary function call to |
| gsl_ran_gamma_mt, since that maps back to gsl_ran_gamma now |
| |
| 2007-02-14 Brian Gough <bjg@network-theory.co.uk> |
| |
| * test.c (testPDF): reduce the test sensitivity to avoid failures |
| caused by weaknesses in the underlying rng |
| |
| 2007-01-26 Brian Gough <bjg@network-theory.co.uk> |
| |
| * gamma.c (gsl_ran_gamma): the Marsaglia Tsang method is now the |
| default |
| (gsl_ran_gamma_knuth): new function name, preserving the original |
| gsl_ran_gamma |
| |
| 2006-08-30 Brian Gough <bjg@network-theory.co.uk> |
| |
| * discrete.c (gsl_ran_discrete_preproc): use GSL_ENOMEM instead of |
| ENOMEM |
| |
| 2006-04-18 Brian Gough <bjg@network-theory.co.uk> |
| |
| * gausszig.c (gsl_ran_gaussian_ziggurat): fix prototype const |
| |
| 2006-03-26 Brian Gough <bjg@network-theory.co.uk> |
| |
| * multinomial.c (gsl_ran_multinomial_lnpdf): use gsl_sf_lnfact |
| instead of gsl_sf_lngamma for an integer argument |
| |
| 2006-03-17 Brian Gough <bjg@network-theory.co.uk> |
| |
| * binomial_tpe.c (gsl_ran_binomial): cast return values to |
| unsigned |
| |
| 2006-02-27 Brian Gough <bjg@network-theory.co.uk> |
| |
| * beta.c (gsl_ran_beta_pdf): work with logs avoid |
| underflow/overflow |
| |
| 2006-02-19 Brian Gough <bjg@network-theory.co.uk> |
| |
| * gauss.c (gsl_ran_gaussian): reject case where x=-1 || y=-1 |
| for true symmetry |
| (gsl_ran_gaussian_ratio_method): add Leva bounds |
| |
| * exppow.c (gsl_ran_exppow): added faster rejection methods |
| |
| 2006-02-01 Brian Gough <bjg@network-theory.co.uk> |
| |
| * gausszig.c: added ziggurat gaussian (Jochen Voss) |
| |
| 2006-01-20 Brian Gough <bjg@network-theory.co.uk> |
| |
| * binomial.c (gsl_ran_binomial_pdf): handle the cases p=0 and p=1 |
| (gsl_ran_binomial_pdf): use log1p to calculate more accurately |
| near k=0,p=0 |
| |
| 2005-08-31 Brian Gough <bjg@network-theory.co.uk> |
| |
| * test.c (main): free allocated memory before exit |
| |
| 2005-08-22 Brian Gough <bjg@network-theory.co.uk> |
| |
| * binomial_tpe.c (gsl_ran_binomial): switch to the TPE algorithm |
| as the default |
| |
| * binomial.c (gsl_ran_binomial_knuth): rename the original |
| binomial function to ..._knuth |
| |
| 2004-05-30 Brian Gough <bjg@network-theory.co.uk> |
| |
| * landau.c (gsl_ran_landau): fix potential array bounds overflow |
| by extending array. |
| |
| 2004-04-22 Brian Gough <bjg@network-theory.co.uk> |
| |
| * sphere.c (gsl_ran_dir_3d): removed unnecessary check for s==0.0 |
| |
| 2003-07-25 Brian Gough <bjg@network-theory.co.uk> |
| |
| * dirichlet.c: include gsl_sf_gamma.h instead of gsl_sf.h |
| |
| 2003-07-24 Brian Gough <bjg@network-theory.co.uk> |
| |
| * binomial_tpe.c (gsl_ran_binomial_tpe): convert to double to |
| avoid possible signed/unsigned problems in comparison (ix > n) |
| (Stirling): removed spurious trailing ; |
| |
| 2003-05-14 Brian Gough <bjg@network-theory.co.uk> |
| |
| * binomial_tpe.c: fast binomial algorithm using TPE method |
| |
| * test.c: added the tests for the fast Binomial TPE routine |
| |
| 2003-02-09 Brian Gough <bjg@network-theory.co.uk> |
| |
| * discrete.c (gsl_ran_discrete_preproc): fixed bug reported by |
| ahoward <ahoward@pollux.usc.edu> |
| |
| 2003-01-25 Brian Gough <brian.gough@network-theory.co.uk> |
| |
| * chisq.c: corrected comments |
| |
| 2002-12-10 Brian Gough <bjg@network-theory.co.uk> |
| |
| * multinomial.c (gsl_ran_multinomial): added multinomial |
| distribution |
| |
| * dirichlet.c (gsl_ran_dirichlet_lnpdf): added logpdf function for |
| accuracy |
| |
| Tue Aug 27 19:08:33 2002 Brian Gough <bjg@network-theory.co.uk> |
| |
| * dirichlet.c: added dirichlet distribution |
| |
| Sat Aug 18 22:21:07 2001 Brian Gough <bjg@network-theory.co.uk> |
| |
| * gsl-randist.c: moved to top-level directory |
| |
| Wed Jul 18 12:57:55 2001 Brian Gough <bjg@network-theory.co.uk> |
| |
| * landau.c: added Landau distribution from Dave Morrison |
| |
| Sat Jun 23 12:30:38 2001 Brian Gough <bjg@network-theory.co.uk> |
| |
| * gausstail.c (gsl_ran_gaussian_tail): allow negative values for |
| the tail cutoff parameter. |
| |
| Mon May 21 12:17:07 2001 Brian Gough <bjg@network-theory.co.uk> |
| |
| * shuffle.c (gsl_ran_choose): removed void * return value |
| (gsl_ran_sample): removed void * return value |
| |
| Tue Apr 24 17:10:47 2001 Brian Gough <bjg@network-theory.co.uk> |
| |
| * bernoulli.c (gsl_ran_bernoulli_pdf): removed unnecessary |
| reference to gsl_sf.h |
| |
| Mon Apr 23 10:25:44 2001 Brian Gough <bjg@network-theory.co.uk> |
| |
| * changed calls to old specfunc _impl functions to use new error |
| handling conventions |
| |
| Tue Apr 17 19:57:59 2001 Brian Gough <bjg@network-theory.co.uk> |
| |
| * weibull.c (gsl_ran_weibull): changed parameter mu to a, since it |
| is not the mean |
| (gsl_ran_weibull_pdf): changed parameter mu to a, since it |
| is not the mean |
| |
| * logistic.c (gsl_ran_logistic): changed parameter mu to a, since it |
| is not the mean |
| (gsl_ran_logistic_pdf): changed parameter mu to a, since it |
| is not the mean |
| |
| * laplace.c (gsl_ran_laplace): changed parameter mu to a, since it |
| is not the mean |
| (gsl_ran_laplace_pdf): changed parameter mu to a, since it |
| is not the mean |
| |
| * exppow.c (gsl_ran_exppow): changed parameter mu to a, since it |
| is not the mean |
| (gsl_ran_exppow_pdf): changed parameter mu to a, since it |
| is not the mean |
| |
| * cauchy.c (gsl_ran_cauchy): changed parameter mu to a, since it |
| is not the mean |
| (gsl_ran_cauchy_pdf): changed parameter mu to a, since it |
| is not the mean |
| |
| Tue Feb 20 11:14:00 2001 Brian Gough <bjg@network-theory.co.uk> |
| |
| * levy.c: added the skew symmetric routine from Keith Briggs, |
| changed the definition of the original function to match and not |
| use mu as a scale parameter. |
| |
| 2000-10-17 Brian Gough <bjg@inweb.aethos.co.uk> |
| |
| * shuffle.c (gsl_ran_shuffle): replaced calls of the form |
| N*gsl_rng_uniform(r) with the integer form gsl_rng_uniform(r, N) |
| |
| Thu Sep 21 18:41:53 2000 Brian Gough <bjg@network-theory.co.uk> |
| |
| * pareto.c (gsl_ran_pareto): made arguments and documentation |
| consistent |
| |
| Wed May 10 14:55:43 2000 Brian Gough <bjg@network-theory.co.uk> |
| |
| * gsl-randist.c (main): fixed bug for lognormal (it was calling |
| exppow) Tadhg O'Meara <tadhg@net-cs.ucd.ie> |
| |
| * gsl-randist.c (main): print out all the dimensions for dir-nd, |
| not just the first |
| |
| Tue Apr 25 20:45:14 2000 Brian Gough <bjg@network-theory.co.uk> |
| |
| * shuffle.c (gsl_ran_sample): lifted the restriction that sampling |
| with replacement could only be done less than n times for n objects. |
| |
| Tue Mar 14 21:31:46 2000 Brian Gough <bjg@network-theory.co.uk> |
| |
| * logistic.c (gsl_ran_logistic_pdf): prevent overflow in |
| computation of pdf for x < 0 |
| |
| Thu Oct 7 12:55:40 1999 Brian Gough <bjg@network-theory.co.uk> |
| |
| * discrete.c (gsl_ran_discrete_free): removed unreachable code |
| "return 0"; |
| |
| Fri Aug 6 16:02:08 1999 Brian Gough <bjg@network-theory.co.uk> |
| |
| * sphere.c (gsl_ran_dir_nd): number of dimensions is now unsigned |
| (size_t) |
| |
| * logarithmic.c (gsl_ran_logarithmic_pdf): removed warning about |
| passing arg 2 of `pow' as floating rather than integer due to |
| prototype |
| |
| Sun Aug 1 20:29:43 1999 Brian Gough <bjg@network-theory.co.uk> |
| |
| * discrete.c: converted to GSL_ERROR macros for error handling |
| |
| Tue Jul 27 14:14:38 1999 Brian Gough <bjg@network-theory.co.uk> |
| |
| * sphere.c (gsl_ran_dir_3d): use the Knop method only -- it is the |
| best. |
| (gsl_ran_dir_2d_trig_method): split out the trig method as an |
| alternative for those platforms where it is faster |
| |
| * bigauss.c: split out the bivariate gaussian into its own source |
| file |
| |
| 1999-06-30 Mark Galassi <rosalia@lanl.gov> |
| |
| * discrete.c: (thanks to Frederick W. Wheeler |
| <wheeler@cipr.rpi.edu>) changed the type stack_t to gsl_stack_t to |
| avoid a conflict on HPUX. |
| |
| Sun Feb 28 20:41:18 1999 Brian Gough <bjg@netsci.freeserve.co.uk> |
| |
| * gsl-randist.c (main): change cfree() to free(), which is |
| standard. |
| |
| * discrete.c (gsl_ran_discrete_preproc): removed warning, pTotal |
| is now initialized to zero. |
| |
| 1999-01-31 James Theiler <jt@lanl.gov> |
| * gauss.c added a new function gsl_ran_ugaussian_tail() which |
| provides random numbers out on the tail of a gaussian. I also |
| added (but then #ifdef'd out) a second implementation of ordinary |
| gaussian numbers. This second implementation passes the tests |
| okay, but it is a touch slower on my home Pentium. |
| * gsl_randist.h added prototypes |
| * test.c added tests for new gaussian tail function; also altered |
| testMoment's ugaussian range (-1,1) value from .68 to a more |
| accurate value. |
| * ../doc/random.texi further updated |
| |
| 1999-01-30 James Theiler <jt@lanl.gov> |
| * discrete.c added implementation of Walker's algorithm for |
| rapidly choosing a random integer k where the k's are distributed |
| by a user-supplied array of probabilities P[k]. This includes |
| functions gsl_ran_discrete(), gsl_ran_discrete_preproc(), |
| gsl_ran_discrete_free(), and gsl_ran_discrete_pdf(). |
| * gsl_randist.h added definition of structure gsl_ran_discrete_t, |
| also prototypes of new functions defined in discrete.c |
| * test.c added tests for gsl_ran_discrete(), also |
| * test.c made some essentially cosmetic changes: |
| 1/ redefined FUNC and FUNC2 macros so now output looks like |
| "test gsl_ran_poisson" instead of "gsl_ran_test_poisson" |
| 2/ changed names of toplevel tests, eg test_moments->testMoments, |
| test_pdf->testPDF, etc, to distinguish them from all the individual |
| functions test_poisson, test_binomial, etc. |
| hope that's ok. |
| * ../doc/random.texi updated to reflect the new discrete functions, |
| as well as the new implementations of the sphere.c routines. |
| |
| 1999-01-28 James Theiler <jt@lanl.gov> |
| * sphere.c modified gsl_ran_dir_3d, to speed it up about 2x |
| also modified gsl_ran_dir_2d, providing alternative algorithms |
| (#ifdef'd appropriately). which is faster is machine dependent. |
| also gsl_ran_dir_nd for n-dimensional direction, using |
| gaussian random variables, normalized to the unit sphere |
| also added ref's to Knuth and others describing the algorithms |
| * gsl_randist.h added gsl_ran_dir_nd() prototype |
| * gsl-randist.c added dir-nd option |
| |
| Tue Dec 15 23:08:57 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * updated all the functions depending on gsl_sf to use the new |
| special function interface, based on gsl_sf_result |
| |
| Tue Nov 17 17:02:54 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * added #include <config.h> to all top-level source files |
| |
| 1998-11-06 <bjg@ancho.lanl.gov> |
| |
| * test.c: ensured that M_PI is available by #include <gsl_math.h> |
| |
| Wed Sep 16 14:44:08 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * rayleigh.c: added rayleigh tail distribution |
| |
| Sat Sep 12 13:03:19 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * rayleigh.c: added rayleigh distribution |
| |
| Mon Aug 31 James Theiler <jt@lanl.gov> |
| |
| * Makefile.am: added ../utils/libutils.a to some LDADD's |
| |
| Mon Aug 17 14:31:55 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * gsl_randist.h: renamed discrete probability distribution |
| parameters to use consistent k,n notation (k = sample, n = total, |
| e.g. p(k) = function(k,n) ) |
| |
| Wed Aug 12 14:02:31 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * lognormal.c: added zeta and sigma (location and scale parameters) |
| |
| * logarithmic.c (gsl_ran_logarithmic): added logarithmic distribution |
| |
| Mon Aug 10 14:41:15 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * gsl-randist.c: added random direction functions |
| |
| * gamma.c: added the scale paramter for the gamma distribution |
| |
| Thu Aug 6 12:19:59 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * gauss.c (gsl_ran_bivariate_gaussian): added bivariate with |
| correlations. |
| |
| * hyperg.c: renamed variables, fixed bug |
| |
| Wed Aug 5 11:21:45 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * gsl-dist.c: renamed gsl-dist.c to gsl-randist.c, for |
| consistency |
| |
| Tue Aug 4 12:29:17 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * gsl-dist.c: a program for generating samples from the |
| distributions |
| |
| * levy.c (gsl_ran_levy): take care of special case, a=1 |
| |
| * logistic.c: allow scale parameter, mu |
| |
| * weibull.c: allow scale parameter, mu |
| |
| * pareto.c: allow scale parameter, mu |
| |
| * exppow.c: handle the case a<1 using a transformation of the |
| gamma distribution. |
| |
| * gamma.c (gsl_ran_gamma_int): removed the check for |
| GSL_LOGINIFINITY since underflow can't occur for 32-bit random |
| numbers in double precision. |
| |
| Mon Aug 3 13:09:39 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * test.c: added tests for shuffle and choose |
| |
| * pascal.c: added the Pascal distribution |
| |
| * hyperg.c: added the hypergeometric distribution |
| |
| Fri Jul 31 12:52:12 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * gsl_randist.h: renamed gsl_ran_two_sided_exponential to |
| gsl_ran_laplace |
| |
| 1998-07-26 Mark Galassi <rosalia@cygnus.com> |
| |
| * Makefile.am (INCLUDES): added -I$(top_srcdir), since gsl_math.h |
| is needed, and that is in the top level source directory. This is |
| necessary for using a separate build directory. |
| |
| Tue Jul 14 12:39:30 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * nbinomial.c: added Negative Binomial distribution |
| |
| * bernoulli.c: added Bernoulli distribution |
| |
| * poisson.c (gsl_ran_poisson): fixed a serious bug in the unrolled |
| recursion which led to an incorrect result being returned for the |
| large t case. This shows the importance of tests that cover all |
| possible branches!!! |
| |
| * erlang.c (gsl_ran_erlang_pdf): renamed mu to a for consistency |
| |
| Thu Jul 2 15:47:05 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * added some extra distributions, lognormal.c gaussian.c |
| logistic.c pareto.c geometric.c erlang.c chisq.c weibull.c, |
| although they aren't finished yet |
| |
| Wed Jul 1 11:56:06 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * replace do { u = gsl_rng_uniform(r) } while (u == 0) by a direct |
| call to gsl_rng_uniform_pos. |
| |
| Sun Jun 28 14:21:13 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * converted everything to work with rng style generators |
| |
| Sun Apr 19 19:06:59 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * made the 'gsl-dist' programs just output a single column of |
| their random numbers (previously some of the programs printed both |
| the uniform variate and the transformed number) |
| |
| * got rid of the 'bench-' programs. We will have a full testing |
| suite soon. |
| |
| * renamed the installed programs from 'dist' to 'gsl-dist' so that |
| they don't overwrite anything, e.g. it's possible the user might |
| have other programs called 'gauss' or 'gamma' installed in |
| /usr/local |
| |
| Sat Mar 21 16:09:16 1998 Brian Gough <bjg@vvv.lanl.gov> |
| |
| * laplace.c (gsl_ran_laplace): added a Laplace distribution |
| (two-sided exponential) |
| |
| * lorentz.c (gsl_ran_lorentzian): added a Lorentz distribution |
| |
| 1998-01-30 Mark Galassi <rosalia@cygnus.com> |
| |
| * Makefile.am (lib_LIBRARIES): now it creates libgslrandist.a so |
| that we have gaussian and poisson distributions. |
| |
