3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
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22 #include <gsl/gsl_math.h>
23 #include <gsl/gsl_rng.h>
24 #include <gsl/gsl_randist.h>
26 /* The lognormal distribution has the form
28 p(x) dx = 1/(x * sqrt(2 pi sigma^2)) exp(-(ln(x) - zeta)^2/2 sigma^2) dx
30 for x > 0. Lognormal random numbers are the exponentials of
31 gaussian random numbers */
34 gsl_ran_lognormal (const gsl_rng * r, const double zeta, const double sigma)
36 double u, v, r2, normal, z;
40 /* choose x,y in uniform square (-1,-1) to (+1,+1) */
42 u = -1 + 2 * gsl_rng_uniform (r);
43 v = -1 + 2 * gsl_rng_uniform (r);
45 /* see if it is in the unit circle */
48 while (r2 > 1.0 || r2 == 0);
50 normal = u * sqrt (-2.0 * log (r2) / r2);
52 z = exp (sigma * normal + zeta);
58 gsl_ran_lognormal_pdf (const double x, const double zeta, const double sigma)
66 double u = (log (x) - zeta)/sigma;
67 double p = 1 / (x * fabs(sigma) * sqrt (2 * M_PI)) * exp (-(u * u) /2);