/* histogram/pdf.c

 * 

 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007, 2009 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 <config.h>

#include <stdlib.h>

#include <gsl/gsl_errno.h>

#include <gsl/gsl_histogram.h>

#include "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)

{

  RETURN_IF_NULL (p);

  free (p->range);

  free (p->sum);

  free (p);

}