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
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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
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17 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
22 #include <gsl/gsl_sf_gamma.h>
23 #include <gsl/gsl_rng.h>
24 #include <gsl/gsl_randist.h>
26 /* The poisson distribution has the form
28 p(n) = (mu^n / n!) exp(-mu)
30 for n = 0, 1, 2, ... . The method used here is the one from Knuth. */
33 gsl_ran_poisson (const gsl_rng * r, double mu)
41 unsigned int m = mu * (7.0 / 8.0);
43 double X = gsl_ran_gamma_int (r, m);
47 return k + gsl_ran_binomial (r, mu / X, m - 1);
56 /* This following method works well when mu is small */
62 prod *= gsl_rng_uniform (r);
72 gsl_ran_poisson_array (const gsl_rng * r, size_t n, unsigned int array[],
77 for (i = 0; i < n; i++)
79 array[i] = gsl_ran_poisson (r, mu);
86 gsl_ran_poisson_pdf (const unsigned int k, const double mu)
89 double lf = gsl_sf_lnfact (k);
91 p = exp (log (mu) * k - lf - mu);