/* randist/erlang.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 /* The sum of N samples from an exponential distribution gives an Erlang distribution p(x) dx = x^(n-1) exp (-x/a) / ((n-1)!a^n) dx for x = 0 ... +infty */ double gsl_ran_erlang (const gsl_rng * r, const double a, const double n) { return gsl_ran_gamma (r, n, a); } double gsl_ran_erlang_pdf (const double x, const double a, const double n) { if (x <= 0) { return 0 ; } else { double p; double lngamma = gsl_sf_lngamma (n); p = exp ((n - 1) * log (x/a) - x/a - lngamma) / a; return p; } }