1 /* randist/gsl_randist.h
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.
20 #ifndef __GSL_RANDIST_H__
21 #define __GSL_RANDIST_H__
22 #include <gsl/gsl_rng.h>
27 # define __BEGIN_DECLS extern "C" {
28 # define __END_DECLS }
30 # define __BEGIN_DECLS /* empty */
31 # define __END_DECLS /* empty */
36 unsigned int gsl_ran_bernoulli (const gsl_rng * r, double p);
37 double gsl_ran_bernoulli_pdf (const unsigned int k, double p);
39 double gsl_ran_beta (const gsl_rng * r, const double a, const double b);
40 double gsl_ran_beta_pdf (const double x, const double a, const double b);
42 unsigned int gsl_ran_binomial (const gsl_rng * r, double p, unsigned int n);
43 unsigned int gsl_ran_binomial_knuth (const gsl_rng * r, double p, unsigned int n);
44 unsigned int gsl_ran_binomial_tpe (const gsl_rng * r, double p, unsigned int n);
45 double gsl_ran_binomial_pdf (const unsigned int k, const double p, const unsigned int n);
47 double gsl_ran_exponential (const gsl_rng * r, const double mu);
48 double gsl_ran_exponential_pdf (const double x, const double mu);
50 double gsl_ran_exppow (const gsl_rng * r, const double a, const double b);
51 double gsl_ran_exppow_pdf (const double x, const double a, const double b);
53 double gsl_ran_cauchy (const gsl_rng * r, const double a);
54 double gsl_ran_cauchy_pdf (const double x, const double a);
56 double gsl_ran_chisq (const gsl_rng * r, const double nu);
57 double gsl_ran_chisq_pdf (const double x, const double nu);
59 void gsl_ran_dirichlet (const gsl_rng * r, const size_t K, const double alpha[], double theta[]);
60 double gsl_ran_dirichlet_pdf (const size_t K, const double alpha[], const double theta[]);
61 double gsl_ran_dirichlet_lnpdf (const size_t K, const double alpha[], const double theta[]);
63 double gsl_ran_erlang (const gsl_rng * r, const double a, const double n);
64 double gsl_ran_erlang_pdf (const double x, const double a, const double n);
66 double gsl_ran_fdist (const gsl_rng * r, const double nu1, const double nu2);
67 double gsl_ran_fdist_pdf (const double x, const double nu1, const double nu2);
69 double gsl_ran_flat (const gsl_rng * r, const double a, const double b);
70 double gsl_ran_flat_pdf (double x, const double a, const double b);
72 double gsl_ran_gamma (const gsl_rng * r, const double a, const double b);
73 double gsl_ran_gamma_int (const gsl_rng * r, const unsigned int a);
74 double gsl_ran_gamma_pdf (const double x, const double a, const double b);
75 double gsl_ran_gamma_mt (const gsl_rng * r, const double a, const double b);
76 double gsl_ran_gamma_knuth (const gsl_rng * r, const double a, const double b);
78 double gsl_ran_gaussian (const gsl_rng * r, const double sigma);
79 double gsl_ran_gaussian_ratio_method (const gsl_rng * r, const double sigma);
80 double gsl_ran_gaussian_ziggurat (const gsl_rng * r, const double sigma);
81 double gsl_ran_gaussian_pdf (const double x, const double sigma);
83 double gsl_ran_ugaussian (const gsl_rng * r);
84 double gsl_ran_ugaussian_ratio_method (const gsl_rng * r);
85 double gsl_ran_ugaussian_pdf (const double x);
87 double gsl_ran_gaussian_tail (const gsl_rng * r, const double a, const double sigma);
88 double gsl_ran_gaussian_tail_pdf (const double x, const double a, const double sigma);
90 double gsl_ran_ugaussian_tail (const gsl_rng * r, const double a);
91 double gsl_ran_ugaussian_tail_pdf (const double x, const double a);
93 void gsl_ran_bivariate_gaussian (const gsl_rng * r, double sigma_x, double sigma_y, double rho, double *x, double *y);
94 double gsl_ran_bivariate_gaussian_pdf (const double x, const double y, const double sigma_x, const double sigma_y, const double rho);
96 double gsl_ran_landau (const gsl_rng * r);
97 double gsl_ran_landau_pdf (const double x);
99 unsigned int gsl_ran_geometric (const gsl_rng * r, const double p);
100 double gsl_ran_geometric_pdf (const unsigned int k, const double p);
102 unsigned int gsl_ran_hypergeometric (const gsl_rng * r, unsigned int n1, unsigned int n2, unsigned int t);
103 double gsl_ran_hypergeometric_pdf (const unsigned int k, const unsigned int n1, const unsigned int n2, unsigned int t);
105 double gsl_ran_gumbel1 (const gsl_rng * r, const double a, const double b);
106 double gsl_ran_gumbel1_pdf (const double x, const double a, const double b);
108 double gsl_ran_gumbel2 (const gsl_rng * r, const double a, const double b);
109 double gsl_ran_gumbel2_pdf (const double x, const double a, const double b);
111 double gsl_ran_logistic (const gsl_rng * r, const double a);
112 double gsl_ran_logistic_pdf (const double x, const double a);
114 double gsl_ran_lognormal (const gsl_rng * r, const double zeta, const double sigma);
115 double gsl_ran_lognormal_pdf (const double x, const double zeta, const double sigma);
117 unsigned int gsl_ran_logarithmic (const gsl_rng * r, const double p);
118 double gsl_ran_logarithmic_pdf (const unsigned int k, const double p);
120 void gsl_ran_multinomial (const gsl_rng * r, const size_t K,
121 const unsigned int N, const double p[],
123 double gsl_ran_multinomial_pdf (const size_t K,
124 const double p[], const unsigned int n[] );
125 double gsl_ran_multinomial_lnpdf (const size_t K,
126 const double p[], const unsigned int n[] );
129 unsigned int gsl_ran_negative_binomial (const gsl_rng * r, double p, double n);
130 double gsl_ran_negative_binomial_pdf (const unsigned int k, const double p, double n);
132 unsigned int gsl_ran_pascal (const gsl_rng * r, double p, unsigned int n);
133 double gsl_ran_pascal_pdf (const unsigned int k, const double p, unsigned int n);
135 double gsl_ran_pareto (const gsl_rng * r, double a, const double b);
136 double gsl_ran_pareto_pdf (const double x, const double a, const double b);
138 unsigned int gsl_ran_poisson (const gsl_rng * r, double mu);
139 void gsl_ran_poisson_array (const gsl_rng * r, size_t n, unsigned int array[],
141 double gsl_ran_poisson_pdf (const unsigned int k, const double mu);
143 double gsl_ran_rayleigh (const gsl_rng * r, const double sigma);
144 double gsl_ran_rayleigh_pdf (const double x, const double sigma);
146 double gsl_ran_rayleigh_tail (const gsl_rng * r, const double a, const double sigma);
147 double gsl_ran_rayleigh_tail_pdf (const double x, const double a, const double sigma);
149 double gsl_ran_tdist (const gsl_rng * r, const double nu);
150 double gsl_ran_tdist_pdf (const double x, const double nu);
152 double gsl_ran_laplace (const gsl_rng * r, const double a);
153 double gsl_ran_laplace_pdf (const double x, const double a);
155 double gsl_ran_levy (const gsl_rng * r, const double c, const double alpha);
156 double gsl_ran_levy_skew (const gsl_rng * r, const double c, const double alpha, const double beta);
158 double gsl_ran_weibull (const gsl_rng * r, const double a, const double b);
159 double gsl_ran_weibull_pdf (const double x, const double a, const double b);
161 void gsl_ran_dir_2d (const gsl_rng * r, double * x, double * y);
162 void gsl_ran_dir_2d_trig_method (const gsl_rng * r, double * x, double * y);
163 void gsl_ran_dir_3d (const gsl_rng * r, double * x, double * y, double * z);
164 void gsl_ran_dir_nd (const gsl_rng * r, size_t n, double * x);
166 void gsl_ran_shuffle (const gsl_rng * r, void * base, size_t nmembm, size_t size);
167 int gsl_ran_choose (const gsl_rng * r, void * dest, size_t k, void * src, size_t n, size_t size) ;
168 void gsl_ran_sample (const gsl_rng * r, void * dest, size_t k, void * src, size_t n, size_t size) ;
171 typedef struct { /* struct for Walker algorithm */
175 } gsl_ran_discrete_t;
177 gsl_ran_discrete_t * gsl_ran_discrete_preproc (size_t K, const double *P);
178 void gsl_ran_discrete_free(gsl_ran_discrete_t *g);
179 size_t gsl_ran_discrete (const gsl_rng *r, const gsl_ran_discrete_t *g);
180 double gsl_ran_discrete_pdf (size_t k, const gsl_ran_discrete_t *g);
185 #endif /* __GSL_RANDIST_H__ */