/* randist/logarithmic.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 /* Logarithmic distribution prob(n) = p^n / (n log(1/(1-p)) for n = 1, 2, 3, ... We use Kemp's second accelerated generator, from Luc Devroye's book on "Non-Uniform Random Variate Generation", Springer */ unsigned int gsl_ran_logarithmic (const gsl_rng * r, const double p) { double c = log (1-p) ; double v = gsl_rng_uniform_pos (r); if (v >= p) { return 1 ; } else { double u = gsl_rng_uniform_pos (r); double q = 1 - exp (c * u); if (v <= q*q) { double x = 1 + log(v)/log(q) ; return x ; } else if (v <= q) { return 2; } else { return 1 ; } } } double gsl_ran_logarithmic_pdf (const unsigned int k, const double p) { if (k == 0) { return 0 ; } else { double P = pow(p, (double)k) / (double) k / log(1/(1-p)) ; return P; } }