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Diffstat (limited to 'thirdparty/includes/GSL/gsl/gsl_randist.h')
| -rw-r--r-- | thirdparty/includes/GSL/gsl/gsl_randist.h | 185 |
1 files changed, 185 insertions, 0 deletions
diff --git a/thirdparty/includes/GSL/gsl/gsl_randist.h b/thirdparty/includes/GSL/gsl/gsl_randist.h new file mode 100644 index 0000000..6f4b0e3 --- /dev/null +++ b/thirdparty/includes/GSL/gsl/gsl_randist.h @@ -0,0 +1,185 @@ +/* randist/gsl_randist.h + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 James Theiler, Brian Gough + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 3 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +#ifndef __GSL_RANDIST_H__ +#define __GSL_RANDIST_H__ +#include <gsl/gsl_rng.h> + +#undef __BEGIN_DECLS +#undef __END_DECLS +#ifdef __cplusplus +# define __BEGIN_DECLS extern "C" { +# define __END_DECLS } +#else +# define __BEGIN_DECLS /* empty */ +# define __END_DECLS /* empty */ +#endif + +__BEGIN_DECLS + +unsigned int gsl_ran_bernoulli (const gsl_rng * r, double p); +double gsl_ran_bernoulli_pdf (const unsigned int k, double p); + +double gsl_ran_beta (const gsl_rng * r, const double a, const double b); +double gsl_ran_beta_pdf (const double x, const double a, const double b); + +unsigned int gsl_ran_binomial (const gsl_rng * r, double p, unsigned int n); +unsigned int gsl_ran_binomial_knuth (const gsl_rng * r, double p, unsigned int n); +unsigned int gsl_ran_binomial_tpe (const gsl_rng * r, double p, unsigned int n); +double gsl_ran_binomial_pdf (const unsigned int k, const double p, const unsigned int n); + +double gsl_ran_exponential (const gsl_rng * r, const double mu); +double gsl_ran_exponential_pdf (const double x, const double mu); + +double gsl_ran_exppow (const gsl_rng * r, const double a, const double b); +double gsl_ran_exppow_pdf (const double x, const double a, const double b); + +double gsl_ran_cauchy (const gsl_rng * r, const double a); +double gsl_ran_cauchy_pdf (const double x, const double a); + +double gsl_ran_chisq (const gsl_rng * r, const double nu); +double gsl_ran_chisq_pdf (const double x, const double nu); + +void gsl_ran_dirichlet (const gsl_rng * r, const size_t K, const double alpha[], double theta[]); +double gsl_ran_dirichlet_pdf (const size_t K, const double alpha[], const double theta[]); +double gsl_ran_dirichlet_lnpdf (const size_t K, const double alpha[], const double theta[]); + +double gsl_ran_erlang (const gsl_rng * r, const double a, const double n); +double gsl_ran_erlang_pdf (const double x, const double a, const double n); + +double gsl_ran_fdist (const gsl_rng * r, const double nu1, const double nu2); +double gsl_ran_fdist_pdf (const double x, const double nu1, const double nu2); + +double gsl_ran_flat (const gsl_rng * r, const double a, const double b); +double gsl_ran_flat_pdf (double x, const double a, const double b); + +double gsl_ran_gamma (const gsl_rng * r, const double a, const double b); +double gsl_ran_gamma_int (const gsl_rng * r, const unsigned int a); +double gsl_ran_gamma_pdf (const double x, const double a, const double b); +double gsl_ran_gamma_mt (const gsl_rng * r, const double a, const double b); +double gsl_ran_gamma_knuth (const gsl_rng * r, const double a, const double b); + +double gsl_ran_gaussian (const gsl_rng * r, const double sigma); +double gsl_ran_gaussian_ratio_method (const gsl_rng * r, const double sigma); +double gsl_ran_gaussian_ziggurat (const gsl_rng * r, const double sigma); +double gsl_ran_gaussian_pdf (const double x, const double sigma); + +double gsl_ran_ugaussian (const gsl_rng * r); +double gsl_ran_ugaussian_ratio_method (const gsl_rng * r); +double gsl_ran_ugaussian_pdf (const double x); + +double gsl_ran_gaussian_tail (const gsl_rng * r, const double a, const double sigma); +double gsl_ran_gaussian_tail_pdf (const double x, const double a, const double sigma); + +double gsl_ran_ugaussian_tail (const gsl_rng * r, const double a); +double gsl_ran_ugaussian_tail_pdf (const double x, const double a); + +void gsl_ran_bivariate_gaussian (const gsl_rng * r, double sigma_x, double sigma_y, double rho, double *x, double *y); +double gsl_ran_bivariate_gaussian_pdf (const double x, const double y, const double sigma_x, const double sigma_y, const double rho); + +double gsl_ran_landau (const gsl_rng * r); +double gsl_ran_landau_pdf (const double x); + +unsigned int gsl_ran_geometric (const gsl_rng * r, const double p); +double gsl_ran_geometric_pdf (const unsigned int k, const double p); + +unsigned int gsl_ran_hypergeometric (const gsl_rng * r, unsigned int n1, unsigned int n2, unsigned int t); +double gsl_ran_hypergeometric_pdf (const unsigned int k, const unsigned int n1, const unsigned int n2, unsigned int t); + +double gsl_ran_gumbel1 (const gsl_rng * r, const double a, const double b); +double gsl_ran_gumbel1_pdf (const double x, const double a, const double b); + +double gsl_ran_gumbel2 (const gsl_rng * r, const double a, const double b); +double gsl_ran_gumbel2_pdf (const double x, const double a, const double b); + +double gsl_ran_logistic (const gsl_rng * r, const double a); +double gsl_ran_logistic_pdf (const double x, const double a); + +double gsl_ran_lognormal (const gsl_rng * r, const double zeta, const double sigma); +double gsl_ran_lognormal_pdf (const double x, const double zeta, const double sigma); + +unsigned int gsl_ran_logarithmic (const gsl_rng * r, const double p); +double gsl_ran_logarithmic_pdf (const unsigned int k, const double p); + +void gsl_ran_multinomial (const gsl_rng * r, const size_t K, + const unsigned int N, const double p[], + unsigned int n[] ); +double gsl_ran_multinomial_pdf (const size_t K, + const double p[], const unsigned int n[] ); +double gsl_ran_multinomial_lnpdf (const size_t K, + const double p[], const unsigned int n[] ); + + +unsigned int gsl_ran_negative_binomial (const gsl_rng * r, double p, double n); +double gsl_ran_negative_binomial_pdf (const unsigned int k, const double p, double n); + +unsigned int gsl_ran_pascal (const gsl_rng * r, double p, unsigned int n); +double gsl_ran_pascal_pdf (const unsigned int k, const double p, unsigned int n); + +double gsl_ran_pareto (const gsl_rng * r, double a, const double b); +double gsl_ran_pareto_pdf (const double x, const double a, const double b); + +unsigned int gsl_ran_poisson (const gsl_rng * r, double mu); +void gsl_ran_poisson_array (const gsl_rng * r, size_t n, unsigned int array[], + double mu); +double gsl_ran_poisson_pdf (const unsigned int k, const double mu); + +double gsl_ran_rayleigh (const gsl_rng * r, const double sigma); +double gsl_ran_rayleigh_pdf (const double x, const double sigma); + +double gsl_ran_rayleigh_tail (const gsl_rng * r, const double a, const double sigma); +double gsl_ran_rayleigh_tail_pdf (const double x, const double a, const double sigma); + +double gsl_ran_tdist (const gsl_rng * r, const double nu); +double gsl_ran_tdist_pdf (const double x, const double nu); + +double gsl_ran_laplace (const gsl_rng * r, const double a); +double gsl_ran_laplace_pdf (const double x, const double a); + +double gsl_ran_levy (const gsl_rng * r, const double c, const double alpha); +double gsl_ran_levy_skew (const gsl_rng * r, const double c, const double alpha, const double beta); + +double gsl_ran_weibull (const gsl_rng * r, const double a, const double b); +double gsl_ran_weibull_pdf (const double x, const double a, const double b); + +void gsl_ran_dir_2d (const gsl_rng * r, double * x, double * y); +void gsl_ran_dir_2d_trig_method (const gsl_rng * r, double * x, double * y); +void gsl_ran_dir_3d (const gsl_rng * r, double * x, double * y, double * z); +void gsl_ran_dir_nd (const gsl_rng * r, size_t n, double * x); + +void gsl_ran_shuffle (const gsl_rng * r, void * base, size_t nmembm, size_t size); +int gsl_ran_choose (const gsl_rng * r, void * dest, size_t k, void * src, size_t n, size_t size) ; +void gsl_ran_sample (const gsl_rng * r, void * dest, size_t k, void * src, size_t n, size_t size) ; + + +typedef struct { /* struct for Walker algorithm */ + size_t K; + size_t *A; + double *F; +} gsl_ran_discrete_t; + +gsl_ran_discrete_t * gsl_ran_discrete_preproc (size_t K, const double *P); +void gsl_ran_discrete_free(gsl_ran_discrete_t *g); +size_t gsl_ran_discrete (const gsl_rng *r, const gsl_ran_discrete_t *g); +double gsl_ran_discrete_pdf (size_t k, const gsl_ran_discrete_t *g); + + +__END_DECLS + +#endif /* __GSL_RANDIST_H__ */ |