Blame randist/geometric.c

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/* randist/geometric.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_rng.h>
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#include <gsl/gsl_randist.h>
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/* Geometric distribution (bernoulli trial with probability p) 
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   prob(k) =  p (1 - p)^(k-1) for n = 1, 2, 3, ...
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   It gives the distribution of "waiting times" for an event that
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   occurs with probability p. */
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unsigned int
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gsl_ran_geometric (const gsl_rng * r, const double p)
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{
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  double u = gsl_rng_uniform_pos (r);
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  unsigned int k;
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  if (p == 1)
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    {
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      k = 1;
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    }
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  else
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    {
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      k = log (u) / log (1 - p) + 1;
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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_geometric_pdf (const unsigned int k, const double p)
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{
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  if (k == 0)
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    {
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      return 0 ;
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    }
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  else if (k == 1)
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    {
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      return p ;
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    }
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  else
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    {
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      double P = p * pow (1 - p, k - 1.0);
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      return P;
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    }
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}