Blame randist/logarithmic.c

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/* randist/logarithmic.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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/* Logarithmic distribution 
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   prob(n) =   p^n / (n log(1/(1-p)) for n = 1, 2, 3, ...
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   We use Kemp's second accelerated generator, from Luc Devroye's book
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   on "Non-Uniform Random Variate Generation", Springer */
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unsigned int
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gsl_ran_logarithmic (const gsl_rng * r, const double p)
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{
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  double c = log (1-p) ;
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  double v = gsl_rng_uniform_pos (r);
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  if (v >= p)
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    {
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      return 1 ;
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    }
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  else
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    {
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      double u = gsl_rng_uniform_pos (r);      
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      double q = 1 - exp (c * u);
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      if (v <= q*q)
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        {
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          double x = 1 + log(v)/log(q) ;
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          return x ;
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        }
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      else if (v <= q)
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        {
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          return 2;
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        }
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      else
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        {
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          return 1 ;
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        }
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    }
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}
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double
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gsl_ran_logarithmic_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 
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    {
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      double P = pow(p, (double)k) / (double) k / log(1/(1-p)) ;
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      return P;
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    }
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}