blob: be720196a74e53baa383ecdaa3a13e22d9f7e71d [file] [log] [blame]
/* randist/logistic.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 logistic distribution has the form,
p(x) dx = (1/a) exp(-x/a) / (1 + exp(-x/a))^2 dx
for -infty < x < infty */
double
gsl_ran_logistic (const gsl_rng * r, const double a)
{
double x, z;
do
{
x = gsl_rng_uniform_pos (r);
}
while (x == 1);
z = log (x / (1 - x));
return a * z;
}
double
gsl_ran_logistic_pdf (const double x, const double a)
{
double u = exp (-fabs(x)/a);
double p = u / (fabs(a) * (1 + u) * (1 + u));
return p;
}