| /* randist/pascal.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 Pascal distribution is a negative binomial with valued integer n |
| |
| prob(k) = (n - 1 + k)!/(n!(k - 1)!) * p^n (1-p)^k for k = 0, 1, ..., n |
| |
| */ |
| |
| unsigned int |
| gsl_ran_pascal (const gsl_rng * r, double p, unsigned int n) |
| { |
| /* This is a separate interface for the pascal distribution so that |
| it can be optimized differently from the negative binomial in |
| future. |
| |
| e.g. if n < 10 it might be faster to generate the Pascal |
| distributions as the sum of geometric variates directly. */ |
| |
| unsigned int k = gsl_ran_negative_binomial (r, p, (double) n); |
| return k; |
| } |
| |
| double |
| gsl_ran_pascal_pdf (const unsigned int k, const double p, unsigned int n) |
| { |
| double P = gsl_ran_negative_binomial_pdf (k, p, (double) n); |
| return P; |
| } |