| /* randist/laplace.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> |
| |
| /* The two-sided exponential probability distribution is |
| |
| p(x) dx = (1/(2 a)) * exp(-|x/a|) dx |
| |
| for -infty < x < infty. It is also known as the Laplace distribution. */ |
| |
| double |
| gsl_ran_laplace (const gsl_rng * r, const double a) |
| { |
| double u; |
| do |
| { |
| u = 2 * gsl_rng_uniform (r) - 1.0; |
| } |
| while (u == 0.0); |
| |
| if (u < 0) |
| { |
| return a * log (-u); |
| } |
| else |
| { |
| return -a * log (u); |
| } |
| } |
| |
| double |
| gsl_ran_laplace_pdf (const double x, const double a) |
| { |
| double p = (1/(2*a)) * exp (-fabs (x)/a); |
| return p; |
| } |
| |