Blame randist/logistic.c

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/* randist/logistic.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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/* The logistic distribution has the form,
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   p(x) dx = (1/a) exp(-x/a) / (1 + exp(-x/a))^2 dx
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   for -infty < x < infty */
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double
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gsl_ran_logistic (const gsl_rng * r, const double a)
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{
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  double x, z;
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  do
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    {
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      x = gsl_rng_uniform_pos (r);
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    }
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  while (x == 1);
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  z = log (x / (1 - x));
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  return a * z;
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}
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double
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gsl_ran_logistic_pdf (const double x, const double a)
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{
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  double u = exp (-fabs(x)/a);
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  double p = u / (fabs(a) * (1 + u) * (1 + u));
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  return p;
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}