/* randist/binomial.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough * * This program is free software; you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation; either version 3 of the License, or (at * your option) any later version. * * This program is distributed in the hope that it will be useful, but * WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU * General Public License for more details. * * You should have received a copy of the GNU General Public License * along with this program; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. */ #include #include #include #include #include #include /* The binomial distribution has the form, prob(k) = n!/(k!(n-k)!) * p^k (1-p)^(n-k) for k = 0, 1, ..., n This is the algorithm from Knuth */ /* Default binomial generator is now in binomial_tpe.c */ unsigned int gsl_ran_binomial_knuth (const gsl_rng * r, double p, unsigned int n) { unsigned int i, a, b, k = 0; while (n > 10) /* This parameter is tunable */ { double X; a = 1 + (n / 2); b = 1 + n - a; X = gsl_ran_beta (r, (double) a, (double) b); if (X >= p) { n = a - 1; p /= X; } else { k += a; n = b - 1; p = (p - X) / (1 - X); } } for (i = 0; i < n; i++) { double u = gsl_rng_uniform (r); if (u < p) k++; } return k; } double gsl_ran_binomial_pdf (const unsigned int k, const double p, const unsigned int n) { if (k > n) { return 0; } else { double P; if (p == 0) { P = (k == 0) ? 1 : 0; } else if (p == 1) { P = (k == n) ? 1 : 0; } else { double ln_Cnk = gsl_sf_lnchoose (n, k); P = ln_Cnk + k * log (p) + (n - k) * log1p (-p); P = exp (P); } return P; } }