3 * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough
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22 #include <gsl/gsl_rng.h>
23 #include <gsl/gsl_randist.h>
24 #include <gsl/gsl_sf_gamma.h>
26 /* The negative binomial distribution has the form,
28 prob(k) = Gamma(n + k)/(Gamma(n) Gamma(k + 1)) p^n (1-p)^k
30 for k = 0, 1, ... . Note that n does not have to be an integer.
32 This is the Leger's algorithm (given in the answers in Knuth) */
35 gsl_ran_negative_binomial (const gsl_rng * r, double p, double n)
37 double X = gsl_ran_gamma (r, n, 1.0) ;
38 unsigned int k = gsl_ran_poisson (r, X*(1-p)/p) ;
43 gsl_ran_negative_binomial_pdf (const unsigned int k, const double p, double n)
47 double f = gsl_sf_lngamma (k + n) ;
48 double a = gsl_sf_lngamma (n) ;
49 double b = gsl_sf_lngamma (k + 1.0) ;
51 P = exp(f-a-b) * pow (p, n) * pow (1 - p, (double)k);