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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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|
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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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|
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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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|
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* logistic.c (gsl_ran_logistic_pdf): prevent overflow in
|
|
Packit |
67cb25 |
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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|
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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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|
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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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|
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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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|
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* nbinomial.c: added Negative Binomial distribution
|
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* bernoulli.c: added Bernoulli distribution
|
|
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|
|
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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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|
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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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|
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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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|
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Wed Jul 1 11:56:06 1998 Brian Gough <bjg@vvv.lanl.gov>
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|
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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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|
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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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|
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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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|
|
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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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|
|
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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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|
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Sat Mar 21 16:09:16 1998 Brian Gough <bjg@vvv.lanl.gov>
|
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|
|
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* laplace.c (gsl_ran_laplace): added a Laplace distribution
|
|
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(two-sided exponential)
|
|
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|
|
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* lorentz.c (gsl_ran_lorentzian): added a Lorentz distribution
|
|
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|
|
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1998-01-30 Mark Galassi <rosalia@cygnus.com>
|
|
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|
|
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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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|