| /* randist/logarithmic.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> |
| |
| /* Logarithmic distribution |
| |
| prob(n) = p^n / (n log(1/(1-p)) for n = 1, 2, 3, ... |
| |
| We use Kemp's second accelerated generator, from Luc Devroye's book |
| on "Non-Uniform Random Variate Generation", Springer */ |
| |
| unsigned int |
| gsl_ran_logarithmic (const gsl_rng * r, const double p) |
| { |
| double c = log (1-p) ; |
| |
| double v = gsl_rng_uniform_pos (r); |
| |
| if (v >= p) |
| { |
| return 1 ; |
| } |
| else |
| { |
| double u = gsl_rng_uniform_pos (r); |
| double q = 1 - exp (c * u); |
| |
| if (v <= q*q) |
| { |
| double x = 1 + log(v)/log(q) ; |
| return x ; |
| } |
| else if (v <= q) |
| { |
| return 2; |
| } |
| else |
| { |
| return 1 ; |
| } |
| } |
| } |
| |
| double |
| gsl_ran_logarithmic_pdf (const unsigned int k, const double p) |
| { |
| if (k == 0) |
| { |
| return 0 ; |
| } |
| else |
| { |
| double P = pow(p, (double)k) / (double) k / log(1/(1-p)) ; |
| return P; |
| } |
| } |