| /* randist/cauchy.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> |
| |
| /* The Cauchy probability distribution is |
| |
| p(x) dx = (1/(pi a)) (1 + (x/a)^2)^(-1) dx |
| |
| It is also known as the Lorentzian probability distribution */ |
| |
| double |
| gsl_ran_cauchy (const gsl_rng * r, const double a) |
| { |
| double u; |
| do |
| { |
| u = gsl_rng_uniform (r); |
| } |
| while (u == 0.5); |
| |
| return a * tan (M_PI * u); |
| } |
| |
| double |
| gsl_ran_cauchy_pdf (const double x, const double a) |
| { |
| double u = x / a; |
| double p = (1 / (M_PI * a)) / (1 + u * u); |
| return p; |
| } |
