Blame randist/ChangeLog

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2012-09-10  Rhys Ulerich  <rhys.ulerich@gmail.com>
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	* nbinomial.c Add include for gsl_sys.h to fix MSVC.
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	Thanks to Brian Gladman for the suggestion.
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2011-06-05  Brian Gough  <bjg@network-theory.co.uk>
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	* nbinomial.c (gsl_ran_negative_binomial_pdf): avoid overflow in
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	exp
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2010-12-14  Brian Gough  <bjg@gnu.org>
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	* gamma.c (gamma_frac): avoid potential division by zero, handle
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	a=0 as a special case
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2010-11-20  Brian Gough  <bjg@gnu.org>
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	* chisq.c (gsl_ran_chisq_pdf): handle x=0 as special case
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	(x=0, nu=2 is also special)
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2010-10-12  Brian Gough  <bjg@gnu.org>
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	* test.c (test_binomial_max): added a test case for n larger than
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	maxint
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2010-07-21  Brian Gough  <bjg@gnu.org>
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	* beta.c (gsl_ran_beta_pdf): avoid overflow for x==0 || x==1 and
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	a>1,b>1
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2010-03-01  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (testPDF): extend the test run if a sample fails on the
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	first pass.
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2010-02-24  Brian Gough  <bjg@network-theory.co.uk>
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	* fdist.c (gsl_ran_fdist_pdf): compute log of pdf to avoid
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	overflow/underflow.
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2009-07-10  Brian Gough  <bjg@network-theory.co.uk>
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	* exponential.c (gsl_ran_exponential): use log(1-u) to include 0
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	in the range of possible outputs
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2009-07-09  Brian Gough  <bjg@network-theory.co.uk>
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	* discrete.c (gsl_ran_discrete_free): handle NULL argument in free
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2009-05-16  Brian Gough  <bjg@network-theory.co.uk>
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	* discrete.c (push_stack): replace abort() with an error return
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	value
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	(pop_stack): replace abort() with GSL_ERROR
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	(gsl_ran_discrete_preproc): use g->A as a temporary array to store
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	the results of the test E[k]
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	excess precision
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2008-11-30  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (test_gamma_vlarge): added test for a >= UINT_MAX.
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	* gamma.c (gsl_ran_gamma_knuth): handle the case a >= UINT_MAX.
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2008-07-03  Brian Gough  <bjg@hp2.network-theory.co.uk>
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	* Makefile.am (INCLUDES): use top_srcdir instead of top_builddir
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2008-02-09  Brian Gough  <bjg@network-theory.co.uk>
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	* gausszig.c (gsl_ran_gaussian_ziggurat): handle different
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	generator ranges explicitly
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2007-09-20  Brian Gough  <bjg@network-theory.co.uk>
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	* multinomial.c (gsl_ran_multinomial_lnpdf):  Handle case where
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	n[k]==0 and p[k]==0 
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2007-08-20  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (integrate): perform the integration of the pdf with the
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	gsl_integration functions for accuracy (needed for dirichlet
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	distribution)
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	* dirichlet.c (ran_dirichlet_small): handle underflow for small
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	alpha[] values
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2007-02-20  Brian Gough  <bjg@network-theory.co.uk>
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	* gamma.c (gsl_ran_gamma): avoid an unnecessary function call to
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	gsl_ran_gamma_mt, since that maps back to gsl_ran_gamma now
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2007-02-14  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (testPDF): reduce the test sensitivity to avoid failures
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	caused by weaknesses in the underlying rng
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2007-01-26  Brian Gough  <bjg@network-theory.co.uk>
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	* gamma.c (gsl_ran_gamma): the Marsaglia Tsang method is now the
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	default
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	(gsl_ran_gamma_knuth): new function name, preserving the original
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	gsl_ran_gamma
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2006-08-30  Brian Gough  <bjg@network-theory.co.uk>
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	* discrete.c (gsl_ran_discrete_preproc): use GSL_ENOMEM instead of
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	ENOMEM
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2006-04-18  Brian Gough  <bjg@network-theory.co.uk>
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	* gausszig.c (gsl_ran_gaussian_ziggurat): fix prototype const
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2006-03-26  Brian Gough  <bjg@network-theory.co.uk>
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	* multinomial.c (gsl_ran_multinomial_lnpdf): use gsl_sf_lnfact
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	instead of gsl_sf_lngamma for an integer argument
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2006-03-17  Brian Gough  <bjg@network-theory.co.uk>
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	* binomial_tpe.c (gsl_ran_binomial): cast return values to
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	unsigned
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2006-02-27  Brian Gough  <bjg@network-theory.co.uk>
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	* beta.c (gsl_ran_beta_pdf): work with logs avoid
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	underflow/overflow
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2006-02-19  Brian Gough  <bjg@network-theory.co.uk>
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	* gauss.c (gsl_ran_gaussian): reject case where x=-1 || y=-1
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	for true symmetry
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	(gsl_ran_gaussian_ratio_method): add Leva bounds
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	* exppow.c (gsl_ran_exppow): added faster rejection methods
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2006-02-01  Brian Gough  <bjg@network-theory.co.uk>
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	* gausszig.c: added ziggurat gaussian (Jochen Voss)
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2006-01-20  Brian Gough  <bjg@network-theory.co.uk>
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	* binomial.c (gsl_ran_binomial_pdf): handle the cases p=0 and p=1
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	(gsl_ran_binomial_pdf): use log1p to calculate more accurately
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	near k=0,p=0
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2005-08-31  Brian Gough  <bjg@network-theory.co.uk>
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	* test.c (main): free allocated memory before exit
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2005-08-22  Brian Gough  <bjg@network-theory.co.uk>
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	* binomial_tpe.c (gsl_ran_binomial): switch to the TPE algorithm
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	as the default
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	* binomial.c (gsl_ran_binomial_knuth): rename the original
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	binomial function to ..._knuth
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2004-05-30  Brian Gough  <bjg@network-theory.co.uk>
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	* landau.c (gsl_ran_landau): fix potential array bounds overflow
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	by extending array.
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2004-04-22  Brian Gough  <bjg@network-theory.co.uk>
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	* sphere.c (gsl_ran_dir_3d): removed unnecessary check for s==0.0
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2003-07-25  Brian Gough  <bjg@network-theory.co.uk>
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	* dirichlet.c: include gsl_sf_gamma.h instead of gsl_sf.h
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2003-07-24  Brian Gough  <bjg@network-theory.co.uk>
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	* binomial_tpe.c (gsl_ran_binomial_tpe): convert to double to
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	avoid possible signed/unsigned problems in comparison (ix > n)
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	(Stirling): removed spurious trailing ;
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2003-05-14  Brian Gough  <bjg@network-theory.co.uk>
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	* binomial_tpe.c: fast binomial algorithm using TPE method
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	* test.c: added the tests for the fast Binomial TPE routine
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2003-02-09  Brian Gough  <bjg@network-theory.co.uk>
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	* discrete.c (gsl_ran_discrete_preproc): fixed bug reported by
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	ahoward <ahoward@pollux.usc.edu>
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2003-01-25  Brian Gough  <brian.gough@network-theory.co.uk>
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	* chisq.c: corrected comments
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2002-12-10  Brian Gough  <bjg@network-theory.co.uk>
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	* multinomial.c (gsl_ran_multinomial): added multinomial
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	distribution
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	* dirichlet.c (gsl_ran_dirichlet_lnpdf): added logpdf function for
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	accuracy
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Tue Aug 27 19:08:33 2002  Brian Gough  <bjg@network-theory.co.uk>
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	* dirichlet.c: added dirichlet distribution
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Sat Aug 18 22:21:07 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* gsl-randist.c: moved to top-level directory
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Wed Jul 18 12:57:55 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* landau.c: added Landau distribution from Dave Morrison
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Sat Jun 23 12:30:38 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* gausstail.c (gsl_ran_gaussian_tail): allow negative values for
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 	the tail cutoff parameter.
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Mon May 21 12:17:07 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* shuffle.c (gsl_ran_choose): removed void * return value
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	(gsl_ran_sample): removed void * return value
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Tue Apr 24 17:10:47 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* bernoulli.c (gsl_ran_bernoulli_pdf): removed unnecessary
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 	reference to gsl_sf.h
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Mon Apr 23 10:25:44 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* changed calls to old specfunc _impl functions to use new error
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 	handling conventions
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Tue Apr 17 19:57:59 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* weibull.c (gsl_ran_weibull): changed parameter mu to a, since it
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 	is not the mean
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	(gsl_ran_weibull_pdf): changed parameter mu to a, since it
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 	is not the mean
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	* logistic.c (gsl_ran_logistic): changed parameter mu to a, since it
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 	is not the mean
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	(gsl_ran_logistic_pdf): changed parameter mu to a, since it
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 	is not the mean
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	* laplace.c (gsl_ran_laplace): changed parameter mu to a, since it
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 	is not the mean
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	(gsl_ran_laplace_pdf): changed parameter mu to a, since it
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 	is not the mean
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	* exppow.c (gsl_ran_exppow): changed parameter mu to a, since it
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 	is not the mean
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	(gsl_ran_exppow_pdf): changed parameter mu to a, since it
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 	is not the mean
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	* cauchy.c (gsl_ran_cauchy): changed parameter mu to a, since it
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 	is not the mean
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	(gsl_ran_cauchy_pdf): changed parameter mu to a, since it
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 	is not the mean
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Tue Feb 20 11:14:00 2001  Brian Gough  <bjg@network-theory.co.uk>
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	* levy.c: added the skew symmetric routine from Keith Briggs,
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 	changed the definition of the original function to match and not
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 	use mu as a scale parameter.
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2000-10-17  Brian Gough  <bjg@inweb.aethos.co.uk>
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	* shuffle.c (gsl_ran_shuffle): replaced calls of the form
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	N*gsl_rng_uniform(r) with the integer form gsl_rng_uniform(r, N)
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Thu Sep 21 18:41:53 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* pareto.c (gsl_ran_pareto): made arguments and documentation
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 	consistent
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Wed May 10 14:55:43 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* gsl-randist.c (main): fixed bug for lognormal (it was calling
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 	exppow)  Tadhg O'Meara <tadhg@net-cs.ucd.ie>
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	* gsl-randist.c (main): print out all the dimensions for dir-nd,
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 	not just the first
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Tue Apr 25 20:45:14 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* shuffle.c (gsl_ran_sample): lifted the restriction that sampling
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 	with replacement could only be done less than n times for n objects.
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Tue Mar 14 21:31:46 2000  Brian Gough  <bjg@network-theory.co.uk>
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	* logistic.c (gsl_ran_logistic_pdf): prevent overflow in
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 	computation of pdf for x < 0
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Thu Oct  7 12:55:40 1999  Brian Gough  <bjg@network-theory.co.uk>
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	* discrete.c (gsl_ran_discrete_free): removed unreachable code
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 	"return 0";
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Fri Aug  6 16:02:08 1999  Brian Gough  <bjg@network-theory.co.uk>
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	* sphere.c (gsl_ran_dir_nd): number of dimensions is now unsigned
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 	(size_t)
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	* logarithmic.c (gsl_ran_logarithmic_pdf): removed warning about
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 	passing arg 2 of `pow' as floating rather than integer due to
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 	prototype
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Sun Aug  1 20:29:43 1999  Brian Gough  <bjg@network-theory.co.uk>
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	* discrete.c: converted to GSL_ERROR macros for error handling
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Tue Jul 27 14:14:38 1999  Brian Gough  <bjg@network-theory.co.uk>
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	* sphere.c (gsl_ran_dir_3d): use the Knop method only -- it is the
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 	best.
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	(gsl_ran_dir_2d_trig_method): split out the trig method as an
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 	alternative for those platforms where it is faster
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	* bigauss.c: split out the bivariate gaussian into its own source
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	file
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1999-06-30  Mark Galassi  <rosalia@lanl.gov>
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	* discrete.c: (thanks to Frederick W. Wheeler
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	<wheeler@cipr.rpi.edu>) changed the type stack_t to gsl_stack_t to
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	avoid a conflict on HPUX.
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Sun Feb 28 20:41:18 1999  Brian Gough  <bjg@netsci.freeserve.co.uk>
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	* gsl-randist.c (main): change cfree() to free(), which is
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 	standard.
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	* discrete.c (gsl_ran_discrete_preproc): removed warning, pTotal
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 	is now initialized to zero.
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1999-01-31  James Theiler <jt@lanl.gov>
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	* gauss.c added a new function gsl_ran_ugaussian_tail() which
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	provides random numbers out on the tail of a gaussian.  I also
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	added (but then #ifdef'd out) a second implementation of ordinary
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	gaussian numbers.  This second implementation passes the tests
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	okay, but it is a touch slower on my home Pentium.
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	* gsl_randist.h added prototypes
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	* test.c added tests for new gaussian tail function; also altered
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	testMoment's ugaussian range (-1,1) value from .68 to a more
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	accurate value.
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	* ../doc/random.texi further updated 
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1999-01-30  James Theiler <jt@lanl.gov>
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	* discrete.c added implementation of Walker's algorithm for
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	rapidly choosing a random integer k where the k's are distributed
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	by a user-supplied array of probabilities P[k].  This includes
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	functions gsl_ran_discrete(), gsl_ran_discrete_preproc(), 
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	gsl_ran_discrete_free(), and gsl_ran_discrete_pdf().
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	* gsl_randist.h added definition of structure gsl_ran_discrete_t,
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	also prototypes of new functions defined in discrete.c
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	* test.c added tests for gsl_ran_discrete(), also
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	* test.c made some essentially cosmetic changes:
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	1/ redefined FUNC and FUNC2 macros so now output looks like 
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	"test gsl_ran_poisson" instead of "gsl_ran_test_poisson"
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	2/ changed names of toplevel tests, eg test_moments->testMoments, 
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	test_pdf->testPDF, etc, to distinguish them from all the individual 
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	functions test_poisson, test_binomial, etc.
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	hope that's ok.
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	* ../doc/random.texi updated to reflect the new discrete functions,
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	as well as the new implementations of the sphere.c routines.
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1999-01-28  James Theiler <jt@lanl.gov>
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	* sphere.c modified gsl_ran_dir_3d, to speed it up about 2x
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	also modified gsl_ran_dir_2d, providing alternative algorithms 
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	(#ifdef'd appropriately).  which is faster is machine dependent.
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	also gsl_ran_dir_nd for n-dimensional direction, using
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	gaussian random variables, normalized to the unit sphere
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	also added ref's to Knuth and others describing the algorithms	
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	* gsl_randist.h added gsl_ran_dir_nd() prototype
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	* gsl-randist.c added dir-nd option
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Tue Dec 15 23:08:57 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* updated all the functions depending on gsl_sf to use the new
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 	special function interface, based on gsl_sf_result
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Tue Nov 17 17:02:54 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* added #include <config.h> to all top-level source files
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1998-11-06    <bjg@ancho.lanl.gov>
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	* test.c: ensured that M_PI is available by #include <gsl_math.h>
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Wed Sep 16 14:44:08 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* rayleigh.c: added rayleigh tail distribution
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Sat Sep 12 13:03:19 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* rayleigh.c: added rayleigh distribution
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Mon Aug 31                James Theiler <jt@lanl.gov>
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	* Makefile.am: added ../utils/libutils.a to some LDADD's
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Mon Aug 17 14:31:55 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* gsl_randist.h: renamed discrete probability distribution
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 	parameters to use consistent k,n notation (k = sample, n = total,
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 	e.g. p(k) = function(k,n) )
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Wed Aug 12 14:02:31 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* lognormal.c: added zeta and sigma (location and scale parameters)
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	* logarithmic.c (gsl_ran_logarithmic): added logarithmic distribution
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Mon Aug 10 14:41:15 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* gsl-randist.c: added random direction functions
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	* gamma.c: added the scale paramter for  the gamma distribution
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Thu Aug  6 12:19:59 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* gauss.c (gsl_ran_bivariate_gaussian): added bivariate with
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 	correlations.
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	* hyperg.c: renamed variables, fixed bug
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Wed Aug  5 11:21:45 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* gsl-dist.c: renamed gsl-dist.c to gsl-randist.c, for
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 	consistency
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Tue Aug  4 12:29:17 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* gsl-dist.c: a program for generating samples from the 
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 	distributions
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	* levy.c (gsl_ran_levy): take care of special case, a=1
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	* logistic.c: allow scale parameter, mu
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	* weibull.c: allow scale parameter, mu
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	* pareto.c: allow scale parameter, mu
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	* exppow.c: handle the case a<1 using a transformation of the
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 	gamma distribution.
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	* gamma.c (gsl_ran_gamma_int): removed the check for
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 	GSL_LOGINIFINITY since underflow can't occur for 32-bit random
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 	numbers in double precision.
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Mon Aug  3 13:09:39 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* test.c: added tests for shuffle and choose
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	* pascal.c: added the Pascal distribution
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	* hyperg.c: added the hypergeometric distribution
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Fri Jul 31 12:52:12 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* gsl_randist.h: renamed gsl_ran_two_sided_exponential to
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 	gsl_ran_laplace
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1998-07-26  Mark Galassi  <rosalia@cygnus.com>
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	* Makefile.am (INCLUDES): added -I$(top_srcdir), since gsl_math.h
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	is needed, and that is in the top level source directory.  This is
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	necessary for using a separate build directory.
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Tue Jul 14 12:39:30 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* nbinomial.c: added Negative Binomial distribution
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	* bernoulli.c: added Bernoulli distribution
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	* poisson.c (gsl_ran_poisson): fixed a serious bug in the unrolled
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 	recursion which led to an incorrect result being returned for the
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 	large t case. This shows the importance of tests that cover all
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 	possible branches!!!
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	* erlang.c (gsl_ran_erlang_pdf): renamed mu to a for consistency
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Thu Jul  2 15:47:05 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* added some extra distributions, lognormal.c gaussian.c
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 	logistic.c pareto.c geometric.c erlang.c chisq.c weibull.c,
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	although they aren't finished yet
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Wed Jul  1 11:56:06 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* replace do { u = gsl_rng_uniform(r) } while (u == 0) by a direct
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 	call to gsl_rng_uniform_pos.
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Sun Jun 28 14:21:13 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* converted everything to work with rng style generators
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Sun Apr 19 19:06:59 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* made the 'gsl-dist' programs just output a single column of
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 	their random numbers (previously some of the programs printed both
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 	the uniform variate and the transformed number)
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	* got rid of the 'bench-' programs. We will have a full testing
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 	suite soon.
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	* renamed the installed programs from 'dist' to 'gsl-dist' so that
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 	they don't overwrite anything, e.g. it's possible the user might
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 	have other programs called 'gauss' or 'gamma' installed in
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 	/usr/local
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Sat Mar 21 16:09:16 1998  Brian Gough  <bjg@vvv.lanl.gov>
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	* laplace.c (gsl_ran_laplace): added a Laplace distribution
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	(two-sided exponential)
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	* lorentz.c (gsl_ran_lorentzian): added a Lorentz distribution
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1998-01-30  Mark Galassi  <rosalia@cygnus.com>
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	* Makefile.am (lib_LIBRARIES): now it creates libgslrandist.a so
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	that we have gaussian and poisson distributions.
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