gsl_randist__geometric.c 1.6 KB

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  1. /* randist/geometric.c
  2. *
  3. * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
  4. *
  5. * This program is free software; you can redistribute it and/or modify
  6. * it under the terms of the GNU General Public License as published by
  7. * the Free Software Foundation; either version 3 of the License, or (at
  8. * your option) any later version.
  9. *
  10. * This program is distributed in the hope that it will be useful, but
  11. * WITHOUT ANY WARRANTY; without even the implied warranty of
  12. * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
  13. * General Public License for more details.
  14. *
  15. * You should have received a copy of the GNU General Public License
  16. * along with this program; if not, write to the Free Software
  17. * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
  18. */
  19. #include "gsl__config.h"
  20. #include <math.h>
  21. #include "gsl_rng.h"
  22. #include "gsl_randist.h"
  23. /* Geometric distribution (bernoulli trial with probability p)
  24. prob(k) = p (1 - p)^(k-1) for n = 1, 2, 3, ...
  25. It gives the distribution of "waiting times" for an event that
  26. occurs with probability p. */
  27. unsigned int
  28. gsl_ran_geometric (const gsl_rng * r, const double p)
  29. {
  30. double u = gsl_rng_uniform_pos (r);
  31. unsigned int k;
  32. if (p == 1)
  33. {
  34. k = 1;
  35. }
  36. else
  37. {
  38. k = log (u) / log (1 - p) + 1;
  39. }
  40. return k;
  41. }
  42. double
  43. gsl_ran_geometric_pdf (const unsigned int k, const double p)
  44. {
  45. if (k == 0)
  46. {
  47. return 0 ;
  48. }
  49. else if (k == 1)
  50. {
  51. return p ;
  52. }
  53. else
  54. {
  55. double P = p * pow (1 - p, k - 1.0);
  56. return P;
  57. }
  58. }