| /* randist/pareto.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 Pareto distribution has the form, |
| |
| p(x) dx = (a/b) / (x/b)^(a+1) dx for x >= b |
| |
| */ |
| |
| double |
| gsl_ran_pareto (const gsl_rng * r, double a, const double b) |
| { |
| double x = gsl_rng_uniform_pos (r); |
| |
| double z = pow (x, -1 / a); |
| |
| return b * z; |
| } |
| |
| double |
| gsl_ran_pareto_pdf (const double x, const double a, const double b) |
| { |
| if (x >= b) |
| { |
| double p = (a/b) / pow (x/b, a + 1); |
| return p; |
| } |
| else |
| { |
| return 0; |
| } |
| } |
| |
