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
8 * your option) any later version.
10 * This program is distributed in the hope that it will be useful, but
11 * WITHOUT ANY WARRANTY; without even the implied warranty of
12 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
13 * General Public License for more details.
15 * You should have received a copy of the GNU General Public License
16 * along with this program; if not, write to the Free Software
17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_sys.h>
23 #include <gsl/gsl_rng.h>
24 #include <gsl/gsl_randist.h>
25 #include <gsl/gsl_sf_gamma.h>
27 /* The binomial distribution has the form,
29 prob(k) = n!/(k!(n-k)!) * p^k (1-p)^(n-k) for k = 0, 1, ..., n
31 This is the algorithm from Knuth */
33 /* Default binomial generator is now in binomial_tpe.c */
36 gsl_ran_binomial_knuth (const gsl_rng * r, double p, unsigned int n)
38 unsigned int i, a, b, k = 0;
40 while (n > 10) /* This parameter is tunable */
46 X = gsl_ran_beta (r, (double) a, (double) b);
57 p = (p - X) / (1 - X);
61 for (i = 0; i < n; i++)
63 double u = gsl_rng_uniform (r);
72 gsl_ran_binomial_pdf (const unsigned int k, const double p,
93 double ln_Cnk = gsl_sf_lnchoose (n, k);
94 P = ln_Cnk + k * log (p) + (n - k) * log1p (-p);