/* randist/exponential.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007, 2009 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 exponential distribution has the form p(x) dx = exp(-x/mu) dx/mu for x = 0 ... +infty */ double gsl_ran_exponential (const gsl_rng * r, const double mu) { double u = gsl_rng_uniform (r); return -mu * log1p (-u); } double gsl_ran_exponential_pdf (const double x, const double mu) { if (x < 0) { return 0 ; } else { double p = exp (-x/mu)/mu; return p; } }