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- /* histogram/pdf.c
- *
- * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 3 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 "gsl__config.h"
- #include <stdlib.h>
- #include "gsl_errno.h"
- #include "gsl_histogram.h"
- #include "gsl_histogram__find.c"
- double
- gsl_histogram_pdf_sample (const gsl_histogram_pdf * p, double r)
- {
- size_t i;
- int status;
- /* Wrap the exclusive top of the bin down to the inclusive bottom of
- the bin. Since this is a single point it should not affect the
- distribution. */
- if (r == 1.0)
- {
- r = 0.0;
- }
- status = find (p->n, p->sum, r, &i);
- if (status)
- {
- GSL_ERROR_VAL ("cannot find r in cumulative pdf", GSL_EDOM, 0);
- }
- else
- {
- double delta = (r - p->sum[i]) / (p->sum[i + 1] - p->sum[i]);
- double x = p->range[i] + delta * (p->range[i + 1] - p->range[i]);
- return x;
- }
- }
- gsl_histogram_pdf *
- gsl_histogram_pdf_alloc (const size_t n)
- {
- gsl_histogram_pdf *p;
- if (n == 0)
- {
- GSL_ERROR_VAL ("histogram pdf length n must be positive integer",
- GSL_EDOM, 0);
- }
- p = (gsl_histogram_pdf *) malloc (sizeof (gsl_histogram_pdf));
- if (p == 0)
- {
- GSL_ERROR_VAL ("failed to allocate space for histogram pdf struct",
- GSL_ENOMEM, 0);
- }
- p->range = (double *) malloc ((n + 1) * sizeof (double));
- if (p->range == 0)
- {
- free (p); /* exception in constructor, avoid memory leak */
- GSL_ERROR_VAL ("failed to allocate space for histogram pdf ranges",
- GSL_ENOMEM, 0);
- }
- p->sum = (double *) malloc ((n + 1) * sizeof (double));
- if (p->sum == 0)
- {
- free (p->range);
- free (p); /* exception in constructor, avoid memory leak */
- GSL_ERROR_VAL ("failed to allocate space for histogram pdf sums",
- GSL_ENOMEM, 0);
- }
- p->n = n;
- return p;
- }
- int
- gsl_histogram_pdf_init (gsl_histogram_pdf * p, const gsl_histogram * h)
- {
- size_t i;
- size_t n = p->n;
- if (n != h->n)
- {
- GSL_ERROR ("histogram length must match pdf length", GSL_EINVAL);
- }
- for (i = 0; i < n; i++)
- {
- if (h->bin[i] < 0)
- {
- GSL_ERROR ("histogram bins must be non-negative to compute"
- "a probability distribution", GSL_EDOM);
- }
- }
- for (i = 0; i < n + 1; i++)
- {
- p->range[i] = h->range[i];
- }
- {
- double mean = 0, sum = 0;
- for (i = 0; i < n; i++)
- {
- mean += (h->bin[i] - mean) / ((double) (i + 1));
- }
- p->sum[0] = 0;
- for (i = 0; i < n; i++)
- {
- sum += (h->bin[i] / mean) / n;
- p->sum[i + 1] = sum;
- }
- }
- return GSL_SUCCESS;
- }
- void
- gsl_histogram_pdf_free (gsl_histogram_pdf * p)
- {
- free (p->range);
- free (p->sum);
- free (p);
- }
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