1 /* randist/logarithmic.c
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_rng.h>
23 #include <gsl/gsl_randist.h>
25 /* Logarithmic distribution
27 prob(n) = p^n / (n log(1/(1-p)) for n = 1, 2, 3, ...
29 We use Kemp's second accelerated generator, from Luc Devroye's book
30 on "Non-Uniform Random Variate Generation", Springer */
33 gsl_ran_logarithmic (const gsl_rng * r, const double p)
35 double c = log (1-p) ;
37 double v = gsl_rng_uniform_pos (r);
45 double u = gsl_rng_uniform_pos (r);
46 double q = 1 - exp (c * u);
50 double x = 1 + log(v)/log(q) ;
65 gsl_ran_logarithmic_pdf (const unsigned int k, const double p)
73 double P = pow(p, (double)k) / (double) k / log(1/(1-p)) ;