blob: ce6c40d9ad818fa3b1714eb7b37e5fe65702aaf9 [file] [log] [blame]
/* randist/geometric.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_rng.h>
#include <gsl/gsl_randist.h>
/* Geometric distribution (bernoulli trial with probability p)
prob(k) = p (1 - p)^(k-1) for n = 1, 2, 3, ...
It gives the distribution of "waiting times" for an event that
occurs with probability p. */
unsigned int
gsl_ran_geometric (const gsl_rng * r, const double p)
{
double u = gsl_rng_uniform_pos (r);
unsigned int k;
if (p == 1)
{
k = 1;
}
else
{
k = log (u) / log (1 - p) + 1;
}
return k;
}
double
gsl_ran_geometric_pdf (const unsigned int k, const double p)
{
if (k == 0)
{
return 0 ;
}
else if (k == 1)
{
return p ;
}
else
{
double P = p * pow (1 - p, k - 1.0);
return P;
}
}