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- /* randist/logarithmic.c
- *
- * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 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 <math.h>
- #include "gsl_rng.h"
- #include "gsl_randist.h"
- /* Logarithmic distribution
- prob(n) = p^n / (n log(1/(1-p)) for n = 1, 2, 3, ...
- We use Kemp's second accelerated generator, from Luc Devroye's book
- on "Non-Uniform Random Variate Generation", Springer */
- unsigned int
- gsl_ran_logarithmic (const gsl_rng * r, const double p)
- {
- double c = log (1-p) ;
- double v = gsl_rng_uniform_pos (r);
-
- if (v >= p)
- {
- return 1 ;
- }
- else
- {
- double u = gsl_rng_uniform_pos (r);
- double q = 1 - exp (c * u);
- if (v <= q*q)
- {
- double x = 1 + log(v)/log(q) ;
- return x ;
- }
- else if (v <= q)
- {
- return 2;
- }
- else
- {
- return 1 ;
- }
- }
- }
- double
- gsl_ran_logarithmic_pdf (const unsigned int k, const double p)
- {
- if (k == 0)
- {
- return 0 ;
- }
- else
- {
- double P = pow(p, (double)k) / (double) k / log(1/(1-p)) ;
- return P;
- }
- }
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