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/* randist/cauchy.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_math.h>
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#include <gsl/gsl_rng.h>
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#include <gsl/gsl_randist.h>
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/* The Cauchy probability distribution is
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p(x) dx = (1/(pi a)) (1 + (x/a)^2)^(-1) dx
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It is also known as the Lorentzian probability distribution */
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double
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gsl_ran_cauchy (const gsl_rng * r, const double a)
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{
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double u;
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do
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{
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u = gsl_rng_uniform (r);
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}
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while (u == 0.5);
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return a * tan (M_PI * u);
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}
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double
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gsl_ran_cauchy_pdf (const double x, const double a)
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{
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double u = x / a;
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double p = (1 / (M_PI * a)) / (1 + u * u);
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return p;
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}
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