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- /* randist/lognormal.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_math.h"
- #include "gsl_rng.h"
- #include "gsl_randist.h"
- /* The lognormal distribution has the form
- p(x) dx = 1/(x * sqrt(2 pi sigma^2)) exp(-(ln(x) - zeta)^2/2 sigma^2) dx
- for x > 0. Lognormal random numbers are the exponentials of
- gaussian random numbers */
- double
- gsl_ran_lognormal (const gsl_rng * r, const double zeta, const double sigma)
- {
- double u, v, r2, normal, z;
- do
- {
- /* choose x,y in uniform square (-1,-1) to (+1,+1) */
- u = -1 + 2 * gsl_rng_uniform (r);
- v = -1 + 2 * gsl_rng_uniform (r);
- /* see if it is in the unit circle */
- r2 = u * u + v * v;
- }
- while (r2 > 1.0 || r2 == 0);
- normal = u * sqrt (-2.0 * log (r2) / r2);
- z = exp (sigma * normal + zeta);
- return z;
- }
- double
- gsl_ran_lognormal_pdf (const double x, const double zeta, const double sigma)
- {
- if (x <= 0)
- {
- return 0 ;
- }
- else
- {
- double u = (log (x) - zeta)/sigma;
- double p = 1 / (x * fabs(sigma) * sqrt (2 * M_PI)) * exp (-(u * u) /2);
- return p;
- }
- }
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