/* randist/pareto.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 /* The Pareto distribution has the form, p(x) dx = (a/b) / (x/b)^(a+1) dx for x >= b */ double gsl_ran_pareto (const gsl_rng * r, double a, const double b) { double x = gsl_rng_uniform_pos (r); double z = pow (x, -1 / a); return b * z; } double gsl_ran_pareto_pdf (const double x, const double a, const double b) { if (x >= b) { double p = (a/b) / pow (x/b, a + 1); return p; } else { return 0; } }