Blame gsl-randist.c

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/* randist/gsl-randist.c
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 * 
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 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
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 * 
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 * This program is free software; you can redistribute it and/or modify
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 * it under the terms of the GNU General Public License as published by
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 * the Free Software Foundation; either version 3 of the License, or (at
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 * your option) any later version.
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 * 
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 * This program is distributed in the hope that it will be useful, but
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 * WITHOUT ANY WARRANTY; without even the implied warranty of
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 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
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 * General Public License for more details.
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 * 
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 * You should have received a copy of the GNU General Public License
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 * along with this program; if not, write to the Free Software
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 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
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 */
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#include <config.h>
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#include <stdio.h>
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#include <stdlib.h>
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#include <math.h>
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#include <string.h>
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#include <gsl/gsl_randist.h>
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#include <gsl/gsl_rng.h>
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#include <gsl/gsl_test.h>
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void error (const char * s);
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int
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main (int argc, char *argv[])
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{
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  size_t i,j;
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  size_t n = 0;
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  double mu = 0, nu = 0, nu1 = 0, nu2 = 0, sigma = 0, a = 0, b = 0, c = 0;
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  double zeta = 0, sigmax = 0, sigmay = 0, rho = 0;
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  double p = 0;
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  double x = 0, y =0, z=0  ;
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  unsigned int N = 0, t = 0, n1 = 0, n2 = 0 ;
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  unsigned long int seed = 0 ;
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  const char * name ;
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  gsl_rng * r ;
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  if (argc < 4) 
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    {
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      printf (
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"Usage: gsl-randist seed n DIST param1 param2 ...\n"
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"Generates n samples from the distribution DIST with parameters param1,\n"
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"param2, etc. Valid distributions are,\n\n");
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      printf(
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"  beta\n"
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"  binomial\n"
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"  bivariate-gaussian\n"
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"  cauchy\n"
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"  chisq\n"
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"  dir-2d\n"
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"  dir-3d\n"
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"  dir-nd\n"
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"  erlang\n"
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"  exponential\n"
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"  exppow\n"
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"  fdist\n"
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"  flat\n"
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"  gamma\n"
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"  gaussian-tail\n"
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"  gaussian\n"
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"  geometric\n"
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"  gumbel1\n"
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"  gumbel2\n"
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"  hypergeometric\n"
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"  laplace\n"
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"  landau\n"
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"  levy\n"
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"  levy-skew\n"
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"  logarithmic\n"
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"  logistic\n"
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"  lognormal\n"
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"  negative-binomial\n"
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"  pareto\n"
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"  pascal\n"
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"  poisson\n"
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"  rayleigh-tail\n"
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"  rayleigh\n"
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"  tdist\n"
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"  ugaussian-tail\n"
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"  ugaussian\n"
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"  weibull\n") ;
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      exit (0);
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    }
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  argv++ ; seed = atol (argv[0]); argc-- ;
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  argv++ ; n = atol (argv[0]); argc-- ;
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  argv++ ; name = argv[0] ; argc-- ; argc-- ;
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  gsl_rng_env_setup() ;
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  if (gsl_rng_default_seed != 0) {
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    fprintf(stderr, 
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            "overriding GSL_RNG_SEED with command line value, seed = %ld\n", 
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            seed) ;
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  }
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  gsl_rng_default_seed = seed ;
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  r = gsl_rng_alloc(gsl_rng_default) ;
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#define NAME(x) !strcmp(name,(x))
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#define OUTPUT(x) for (i = 0; i < n; i++) { printf("%g\n", (x)) ; }
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#define OUTPUT1(a,x) for(i = 0; i < n; i++) { a ; printf("%g\n", x) ; }
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#define OUTPUT2(a,x,y) for(i = 0; i < n; i++) { a ; printf("%g %g\n", x, y) ; }
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#define OUTPUT3(a,x,y,z) for(i = 0; i < n; i++) { a ; printf("%g %g %g\n", x, y, z) ; }
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#define INT_OUTPUT(x) for (i = 0; i < n; i++) { printf("%d\n", (x)) ; }
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#define ARGS(x,y) if (argc != x) error(y) ;
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#define DBL_ARG(x) if (argc) { x=atof((++argv)[0]);argc--;} else {error( #x);};
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#define INT_ARG(x) if (argc) { x=atoi((++argv)[0]);argc--;} else {error( #x);};
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  if (NAME("bernoulli"))
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    {
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      ARGS(1, "p = probability of success");
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      DBL_ARG(p)
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      INT_OUTPUT(gsl_ran_bernoulli (r, p));
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    }
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  else if (NAME("beta"))
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    {
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      ARGS(2, "a,b = shape parameters");
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      DBL_ARG(a)
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      DBL_ARG(b)
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      OUTPUT(gsl_ran_beta (r, a, b));
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    }
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  else if (NAME("binomial"))
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    {
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      ARGS(2, "p = probability, N = number of trials");
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      DBL_ARG(p)
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      INT_ARG(N)
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      INT_OUTPUT(gsl_ran_binomial (r, p, N));
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    }
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  else if (NAME("cauchy"))
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    {
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      ARGS(1, "a = scale parameter");
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      DBL_ARG(a)
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      OUTPUT(gsl_ran_cauchy (r, a));
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    }
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  else if (NAME("chisq"))
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    {
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      ARGS(1, "nu = degrees of freedom");
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      DBL_ARG(nu)
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      OUTPUT(gsl_ran_chisq (r, nu));
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    }
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  else if (NAME("erlang"))
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    {
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      ARGS(2, "a = scale parameter, b = order");
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      DBL_ARG(a)
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      DBL_ARG(b)
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      OUTPUT(gsl_ran_erlang (r, a, b));
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    }
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  else if (NAME("exponential"))
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    {
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      ARGS(1, "mu = mean value");
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      DBL_ARG(mu) ;
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      OUTPUT(gsl_ran_exponential (r, mu));
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    }
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  else if (NAME("exppow"))
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    {
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      ARGS(2, "a = scale parameter, b = power (1=exponential, 2=gaussian)");
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      DBL_ARG(a) ;
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      DBL_ARG(b) ;
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      OUTPUT(gsl_ran_exppow (r, a, b));
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    }
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  else if (NAME("fdist"))
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    {
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      ARGS(2, "nu1, nu2 = degrees of freedom parameters");
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      DBL_ARG(nu1) ;
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      DBL_ARG(nu2) ;
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      OUTPUT(gsl_ran_fdist (r, nu1, nu2));
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    }
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  else if (NAME("flat"))
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    {
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      ARGS(2, "a = lower limit, b = upper limit");
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      DBL_ARG(a) ;
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      DBL_ARG(b) ;
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      OUTPUT(gsl_ran_flat (r, a, b));
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    }
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  else if (NAME("gamma"))
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    {
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      ARGS(2, "a = order, b = scale");
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      DBL_ARG(a) ;
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      DBL_ARG(b) ;
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      OUTPUT(gsl_ran_gamma (r, a, b));
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    }
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  else if (NAME("gaussian"))
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    {
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      ARGS(1, "sigma = standard deviation");
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      DBL_ARG(sigma) ;
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      OUTPUT(gsl_ran_gaussian (r, sigma));
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    }
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  else if (NAME("gaussian-tail"))
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    {
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      ARGS(2, "a = lower limit, sigma = standard deviation");
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      DBL_ARG(a) ;
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      DBL_ARG(sigma) ;
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      OUTPUT(gsl_ran_gaussian_tail (r, a, sigma));
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    }
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  else if (NAME("ugaussian"))
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    {
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      ARGS(0, "unit gaussian, no parameters required");
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      OUTPUT(gsl_ran_ugaussian (r));
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    }
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  else if (NAME("ugaussian-tail"))
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    {
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      ARGS(1, "a = lower limit");
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      DBL_ARG(a) ;
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      OUTPUT(gsl_ran_ugaussian_tail (r, a));
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    }
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  else if (NAME("bivariate-gaussian"))
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    {
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      ARGS(3, "sigmax = x std.dev., sigmay = y std.dev., rho = correlation");
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      DBL_ARG(sigmax) ;
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      DBL_ARG(sigmay) ;
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      DBL_ARG(rho) ;
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      OUTPUT2(gsl_ran_bivariate_gaussian (r, sigmax, sigmay, rho, &x, &y), 
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              x, y);
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    }
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  else if (NAME("dir-2d"))
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    {
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      OUTPUT2(gsl_ran_dir_2d (r, &x, &y), x, y);
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    }
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  else if (NAME("dir-3d"))
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    {
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      OUTPUT3(gsl_ran_dir_3d (r, &x, &y, &z), x, y, z);
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    }
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  else if (NAME("dir-nd"))
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    {
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      double *xarr;  
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      ARGS(1, "n1 = number of dimensions of hypersphere"); 
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      INT_ARG(n1) ;
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      xarr = (double *)malloc(n1*sizeof(double));
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      for(i = 0; i < n; i++) { 
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        gsl_ran_dir_nd (r, n1, xarr) ; 
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        for (j = 0; j < n1; j++) { 
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          if (j) putchar(' '); 
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          printf("%g", xarr[j]) ; 
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        } 
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        putchar('\n'); 
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      } ;
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      free(xarr);
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    }  
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  else if (NAME("geometric"))
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    {
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      ARGS(1, "p = bernoulli trial probability of success");
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      DBL_ARG(p) ;
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      INT_OUTPUT(gsl_ran_geometric (r, p));
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    }
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  else if (NAME("gumbel1"))
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    {
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      ARGS(2, "a = order, b = scale parameter");
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      DBL_ARG(a) ;
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      DBL_ARG(b) ;
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      OUTPUT(gsl_ran_gumbel1 (r, a, b));
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    }
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  else if (NAME("gumbel2"))
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    {
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      ARGS(2, "a = order, b = scale parameter");
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      DBL_ARG(a) ;
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      DBL_ARG(b) ;
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      OUTPUT(gsl_ran_gumbel2 (r, a, b));
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    }
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  else if (NAME("hypergeometric"))
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    {
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      ARGS(3, "n1 = tagged population, n2 = untagged population, t = number of trials");
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      INT_ARG(n1) ;
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      INT_ARG(n2) ;
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      INT_ARG(t) ;
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      INT_OUTPUT(gsl_ran_hypergeometric (r, n1, n2, t));
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    }
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  else if (NAME("laplace"))
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    {
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      ARGS(1, "a = scale parameter");
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      DBL_ARG(a) ;
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      OUTPUT(gsl_ran_laplace (r, a));
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    }
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  else if (NAME("landau"))
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    {
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      ARGS(0, "no arguments required");
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      OUTPUT(gsl_ran_landau (r));
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    }
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  else if (NAME("levy"))
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    {
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      ARGS(2, "c = scale, a = power (1=cauchy, 2=gaussian)");
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      DBL_ARG(c) ;
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      DBL_ARG(a) ;
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      OUTPUT(gsl_ran_levy (r, c, a));
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    }
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  else if (NAME("levy-skew"))
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    {
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      ARGS(3, "c = scale, a = power (1=cauchy, 2=gaussian), b = skew");
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      DBL_ARG(c) ;
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      DBL_ARG(a) ;
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      DBL_ARG(b) ;
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      OUTPUT(gsl_ran_levy_skew (r, c, a, b));
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    }
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  else if (NAME("logarithmic"))
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    {
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      ARGS(1, "p = probability");
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      DBL_ARG(p) ;
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      INT_OUTPUT(gsl_ran_logarithmic (r, p));
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    }
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  else if (NAME("logistic"))
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    {
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      ARGS(1, "a = scale parameter");
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      DBL_ARG(a) ;
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      OUTPUT(gsl_ran_logistic (r, a));
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    }
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  else if (NAME("lognormal"))
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    {
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      ARGS(2, "zeta = location parameter, sigma = scale parameter");
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      DBL_ARG(zeta) ;
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      DBL_ARG(sigma) ;
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      OUTPUT(gsl_ran_lognormal (r, zeta, sigma));
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    }
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  else if (NAME("negative-binomial"))
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    {
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      ARGS(2, "p = probability, a = order");
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      DBL_ARG(p) ;
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      DBL_ARG(a) ;
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      INT_OUTPUT(gsl_ran_negative_binomial (r, p, a));
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    }
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  else if (NAME("pareto"))
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    {
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      ARGS(2, "a = power, b = scale parameter");
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      DBL_ARG(a) ;
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      DBL_ARG(b) ;
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      OUTPUT(gsl_ran_pareto (r, a, b));
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    }
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  else if (NAME("pascal"))
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    {
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      ARGS(2, "p = probability, n = order (integer)");
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      DBL_ARG(p) ;
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      INT_ARG(N) ;
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      INT_OUTPUT(gsl_ran_pascal (r, p, N));
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    }
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  else if (NAME("poisson"))
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    {
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      ARGS(1, "mu = scale parameter");
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      DBL_ARG(mu) ;
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      INT_OUTPUT(gsl_ran_poisson (r, mu));
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    }
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  else if (NAME("rayleigh"))
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    {
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      ARGS(1, "sigma = scale parameter");
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      DBL_ARG(sigma) ;
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      OUTPUT(gsl_ran_rayleigh (r, sigma));
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    }
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  else if (NAME("rayleigh-tail"))
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    {
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      ARGS(2, "a = lower limit, sigma = scale parameter");
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      DBL_ARG(a) ;
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      DBL_ARG(sigma) ;
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      OUTPUT(gsl_ran_rayleigh_tail (r, a, sigma));
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    }
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  else if (NAME("tdist"))
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    {
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      ARGS(1, "nu = degrees of freedom");
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      DBL_ARG(nu) ;
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      OUTPUT(gsl_ran_tdist (r, nu));
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    }
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  else if (NAME("weibull"))
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    {
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      ARGS(2, "a = scale parameter, b = exponent");
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      DBL_ARG(a) ;
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      DBL_ARG(b) ;
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      OUTPUT(gsl_ran_weibull (r, a, b));
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    }
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  else
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    {
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      fprintf(stderr,"Error: unrecognized distribution: %s\n", name) ;
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    }
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  return 0 ;
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}
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void
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error (const char * s)
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{
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  fprintf(stderr, "Error: arguments should be %s\n",s) ;
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  exit (EXIT_FAILURE) ;
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}