| /* randist/gsl_randist.h |
| * |
| * 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. |
| */ |
| |
| #ifndef __GSL_RANDIST_H__ |
| #define __GSL_RANDIST_H__ |
| #include <gsl/gsl_rng.h> |
| |
| #undef __BEGIN_DECLS |
| #undef __END_DECLS |
| #ifdef __cplusplus |
| # define __BEGIN_DECLS extern "C" { |
| # define __END_DECLS } |
| #else |
| # define __BEGIN_DECLS /* empty */ |
| # define __END_DECLS /* empty */ |
| #endif |
| |
| __BEGIN_DECLS |
| |
| unsigned int gsl_ran_bernoulli (const gsl_rng * r, double p); |
| double gsl_ran_bernoulli_pdf (const unsigned int k, double p); |
| |
| double gsl_ran_beta (const gsl_rng * r, const double a, const double b); |
| double gsl_ran_beta_pdf (const double x, const double a, const double b); |
| |
| unsigned int gsl_ran_binomial (const gsl_rng * r, double p, unsigned int n); |
| unsigned int gsl_ran_binomial_knuth (const gsl_rng * r, double p, unsigned int n); |
| unsigned int gsl_ran_binomial_tpe (const gsl_rng * r, double p, unsigned int n); |
| double gsl_ran_binomial_pdf (const unsigned int k, const double p, const unsigned int n); |
| |
| double gsl_ran_exponential (const gsl_rng * r, const double mu); |
| double gsl_ran_exponential_pdf (const double x, const double mu); |
| |
| double gsl_ran_exppow (const gsl_rng * r, const double a, const double b); |
| double gsl_ran_exppow_pdf (const double x, const double a, const double b); |
| |
| double gsl_ran_cauchy (const gsl_rng * r, const double a); |
| double gsl_ran_cauchy_pdf (const double x, const double a); |
| |
| double gsl_ran_chisq (const gsl_rng * r, const double nu); |
| double gsl_ran_chisq_pdf (const double x, const double nu); |
| |
| void gsl_ran_dirichlet (const gsl_rng * r, const size_t K, const double alpha[], double theta[]); |
| double gsl_ran_dirichlet_pdf (const size_t K, const double alpha[], const double theta[]); |
| double gsl_ran_dirichlet_lnpdf (const size_t K, const double alpha[], const double theta[]); |
| |
| double gsl_ran_erlang (const gsl_rng * r, const double a, const double n); |
| double gsl_ran_erlang_pdf (const double x, const double a, const double n); |
| |
| double gsl_ran_fdist (const gsl_rng * r, const double nu1, const double nu2); |
| double gsl_ran_fdist_pdf (const double x, const double nu1, const double nu2); |
| |
| double gsl_ran_flat (const gsl_rng * r, const double a, const double b); |
| double gsl_ran_flat_pdf (double x, const double a, const double b); |
| |
| double gsl_ran_gamma (const gsl_rng * r, const double a, const double b); |
| double gsl_ran_gamma_int (const gsl_rng * r, const unsigned int a); |
| double gsl_ran_gamma_pdf (const double x, const double a, const double b); |
| double gsl_ran_gamma_mt (const gsl_rng * r, const double a, const double b); |
| double gsl_ran_gamma_knuth (const gsl_rng * r, const double a, const double b); |
| |
| double gsl_ran_gaussian (const gsl_rng * r, const double sigma); |
| double gsl_ran_gaussian_ratio_method (const gsl_rng * r, const double sigma); |
| double gsl_ran_gaussian_ziggurat (const gsl_rng * r, const double sigma); |
| double gsl_ran_gaussian_pdf (const double x, const double sigma); |
| |
| double gsl_ran_ugaussian (const gsl_rng * r); |
| double gsl_ran_ugaussian_ratio_method (const gsl_rng * r); |
| double gsl_ran_ugaussian_pdf (const double x); |
| |
| double gsl_ran_gaussian_tail (const gsl_rng * r, const double a, const double sigma); |
| double gsl_ran_gaussian_tail_pdf (const double x, const double a, const double sigma); |
| |
| double gsl_ran_ugaussian_tail (const gsl_rng * r, const double a); |
| double gsl_ran_ugaussian_tail_pdf (const double x, const double a); |
| |
| void gsl_ran_bivariate_gaussian (const gsl_rng * r, double sigma_x, double sigma_y, double rho, double *x, double *y); |
| double gsl_ran_bivariate_gaussian_pdf (const double x, const double y, const double sigma_x, const double sigma_y, const double rho); |
| |
| double gsl_ran_landau (const gsl_rng * r); |
| double gsl_ran_landau_pdf (const double x); |
| |
| unsigned int gsl_ran_geometric (const gsl_rng * r, const double p); |
| double gsl_ran_geometric_pdf (const unsigned int k, const double p); |
| |
| unsigned int gsl_ran_hypergeometric (const gsl_rng * r, unsigned int n1, unsigned int n2, unsigned int t); |
| double gsl_ran_hypergeometric_pdf (const unsigned int k, const unsigned int n1, const unsigned int n2, unsigned int t); |
| |
| double gsl_ran_gumbel1 (const gsl_rng * r, const double a, const double b); |
| double gsl_ran_gumbel1_pdf (const double x, const double a, const double b); |
| |
| double gsl_ran_gumbel2 (const gsl_rng * r, const double a, const double b); |
| double gsl_ran_gumbel2_pdf (const double x, const double a, const double b); |
| |
| double gsl_ran_logistic (const gsl_rng * r, const double a); |
| double gsl_ran_logistic_pdf (const double x, const double a); |
| |
| double gsl_ran_lognormal (const gsl_rng * r, const double zeta, const double sigma); |
| double gsl_ran_lognormal_pdf (const double x, const double zeta, const double sigma); |
| |
| unsigned int gsl_ran_logarithmic (const gsl_rng * r, const double p); |
| double gsl_ran_logarithmic_pdf (const unsigned int k, const double p); |
| |
| void gsl_ran_multinomial (const gsl_rng * r, const size_t K, |
| const unsigned int N, const double p[], |
| unsigned int n[] ); |
| double gsl_ran_multinomial_pdf (const size_t K, |
| const double p[], const unsigned int n[] ); |
| double gsl_ran_multinomial_lnpdf (const size_t K, |
| const double p[], const unsigned int n[] ); |
| |
| |
| unsigned int gsl_ran_negative_binomial (const gsl_rng * r, double p, double n); |
| double gsl_ran_negative_binomial_pdf (const unsigned int k, const double p, double n); |
| |
| unsigned int gsl_ran_pascal (const gsl_rng * r, double p, unsigned int n); |
| double gsl_ran_pascal_pdf (const unsigned int k, const double p, unsigned int n); |
| |
| double gsl_ran_pareto (const gsl_rng * r, double a, const double b); |
| double gsl_ran_pareto_pdf (const double x, const double a, const double b); |
| |
| unsigned int gsl_ran_poisson (const gsl_rng * r, double mu); |
| void gsl_ran_poisson_array (const gsl_rng * r, size_t n, unsigned int array[], |
| double mu); |
| double gsl_ran_poisson_pdf (const unsigned int k, const double mu); |
| |
| double gsl_ran_rayleigh (const gsl_rng * r, const double sigma); |
| double gsl_ran_rayleigh_pdf (const double x, const double sigma); |
| |
| double gsl_ran_rayleigh_tail (const gsl_rng * r, const double a, const double sigma); |
| double gsl_ran_rayleigh_tail_pdf (const double x, const double a, const double sigma); |
| |
| double gsl_ran_tdist (const gsl_rng * r, const double nu); |
| double gsl_ran_tdist_pdf (const double x, const double nu); |
| |
| double gsl_ran_laplace (const gsl_rng * r, const double a); |
| double gsl_ran_laplace_pdf (const double x, const double a); |
| |
| double gsl_ran_levy (const gsl_rng * r, const double c, const double alpha); |
| double gsl_ran_levy_skew (const gsl_rng * r, const double c, const double alpha, const double beta); |
| |
| double gsl_ran_weibull (const gsl_rng * r, const double a, const double b); |
| double gsl_ran_weibull_pdf (const double x, const double a, const double b); |
| |
| void gsl_ran_dir_2d (const gsl_rng * r, double * x, double * y); |
| void gsl_ran_dir_2d_trig_method (const gsl_rng * r, double * x, double * y); |
| void gsl_ran_dir_3d (const gsl_rng * r, double * x, double * y, double * z); |
| void gsl_ran_dir_nd (const gsl_rng * r, size_t n, double * x); |
| |
| void gsl_ran_shuffle (const gsl_rng * r, void * base, size_t nmembm, size_t size); |
| int gsl_ran_choose (const gsl_rng * r, void * dest, size_t k, void * src, size_t n, size_t size) ; |
| void gsl_ran_sample (const gsl_rng * r, void * dest, size_t k, void * src, size_t n, size_t size) ; |
| |
| |
| typedef struct { /* struct for Walker algorithm */ |
| size_t K; |
| size_t *A; |
| double *F; |
| } gsl_ran_discrete_t; |
| |
| gsl_ran_discrete_t * gsl_ran_discrete_preproc (size_t K, const double *P); |
| void gsl_ran_discrete_free(gsl_ran_discrete_t *g); |
| size_t gsl_ran_discrete (const gsl_rng *r, const gsl_ran_discrete_t *g); |
| double gsl_ran_discrete_pdf (size_t k, const gsl_ran_discrete_t *g); |
| |
| |
| __END_DECLS |
| |
| #endif /* __GSL_RANDIST_H__ */ |