| /* randist/beta.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_math.h> |
| #include <gsl/gsl_rng.h> |
| #include <gsl/gsl_randist.h> |
| #include <gsl/gsl_sf_gamma.h> |
| |
| /* The beta distribution has the form |
| |
| p(x) dx = (Gamma(a + b)/(Gamma(a) Gamma(b))) x^(a-1) (1-x)^(b-1) dx |
| |
| The method used here is the one described in Knuth */ |
| |
| double |
| gsl_ran_beta (const gsl_rng * r, const double a, const double b) |
| { |
| double x1 = gsl_ran_gamma (r, a, 1.0); |
| double x2 = gsl_ran_gamma (r, b, 1.0); |
| |
| return x1 / (x1 + x2); |
| } |
| |
| double |
| gsl_ran_beta_pdf (const double x, const double a, const double b) |
| { |
| if (x < 0 || x > 1) |
| { |
| return 0 ; |
| } |
| else |
| { |
| double p; |
| |
| double gab = gsl_sf_lngamma (a + b); |
| double ga = gsl_sf_lngamma (a); |
| double gb = gsl_sf_lngamma (b); |
| |
| if (x == 0.0 || x == 1.0) |
| { |
| p = exp (gab - ga - gb) * pow (x, a - 1) * pow (1 - x, b - 1); |
| } |
| else |
| { |
| p = exp (gab - ga - gb + log(x) * (a - 1) + log1p(-x) * (b - 1)); |
| } |
| |
| return p; |
| } |
| } |
