3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
5 * This program is free software; you can redistribute it and/or modify
6 * it under the terms of the GNU General Public License as published by
7 * the Free Software Foundation; either version 3 of the License, or (at
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13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
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17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_math.h>
23 #include <gsl/gsl_rng.h>
24 #include <gsl/gsl_randist.h>
25 #include <gsl/gsl_sf_gamma.h>
27 /* The beta distribution has the form
29 p(x) dx = (Gamma(a + b)/(Gamma(a) Gamma(b))) x^(a-1) (1-x)^(b-1) dx
31 The method used here is the one described in Knuth */
34 gsl_ran_beta (const gsl_rng * r, const double a, const double b)
36 double x1 = gsl_ran_gamma (r, a, 1.0);
37 double x2 = gsl_ran_gamma (r, b, 1.0);
39 return x1 / (x1 + x2);
43 gsl_ran_beta_pdf (const double x, const double a, const double b)
53 double gab = gsl_sf_lngamma (a + b);
54 double ga = gsl_sf_lngamma (a);
55 double gb = gsl_sf_lngamma (b);
57 if (x == 0.0 || x == 1.0)
59 p = exp (gab - ga - gb) * pow (x, a - 1) * pow (1 - x, b - 1);
63 p = exp (gab - ga - gb + log(x) * (a - 1) + log1p(-x) * (b - 1));