Blame randist/binomial.c

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/* randist/binomial.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 <math.h>
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#include <gsl/gsl_sys.h>
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#include <gsl/gsl_rng.h>
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#include <gsl/gsl_randist.h>
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#include <gsl/gsl_sf_gamma.h>
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/* The binomial distribution has the form,
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   prob(k) =  n!/(k!(n-k)!) *  p^k (1-p)^(n-k) for k = 0, 1, ..., n
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   This is the algorithm from Knuth */
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/* Default binomial generator is now in binomial_tpe.c */
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unsigned int
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gsl_ran_binomial_knuth (const gsl_rng * r, double p, unsigned int n)
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{
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  unsigned int i, a, b, k = 0;
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  while (n > 10)        /* This parameter is tunable */
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    {
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      double X;
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      a = 1 + (n / 2);
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      b = 1 + n - a;
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      X = gsl_ran_beta (r, (double) a, (double) b);
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      if (X >= p)
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        {
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          n = a - 1;
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          p /= X;
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        }
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      else
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        {
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          k += a;
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          n = b - 1;
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          p = (p - X) / (1 - X);
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        }
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    }
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  for (i = 0; i < n; i++)
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    {
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      double u = gsl_rng_uniform (r);
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      if (u < p)
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        k++;
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    }
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  return k;
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}
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double
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gsl_ran_binomial_pdf (const unsigned int k, const double p,
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                      const unsigned int n)
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{
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  if (k > n)
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    {
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      return 0;
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    }
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  else
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    {
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      double P;
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      if (p == 0) 
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        {
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          P = (k == 0) ? 1 : 0;
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        }
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      else if (p == 1)
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        {
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          P = (k == n) ? 1 : 0;
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        }
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      else
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        {
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          double ln_Cnk = gsl_sf_lnchoose (n, k);
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          P = ln_Cnk + k * log (p) + (n - k) * log1p (-p);
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          P = exp (P);
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        }
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      return P;
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    }
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}