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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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}
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