Changeset 2483:bf6d7b624d5c in lemon-0.x for lemon/random.h

Timestamp:

10/01/07 20:57:21 (17 years ago)

Author:

Alpar Juttner

Branch:

default

Phase:

public

Convert:

svn:c9d7d8f5-90d6-0310-b91f-818b3a526b0e/lemon/trunk@3322

Message:

• Gamma distributon random variable.
• Test file for random.h

File:

• lemon/random.h (modified) (1 diff)

lemon/random.h

@@ -749 +749 @@
     }
 
+    double gamma(int k) 
+    {
+      double s = 0;
+      for(int i=0;i<k;i++) s-=std::log(1.0-real<double>());
+      return s;
+    }
+    
+    /// Gamma distribution with given shape and scale parameter
+
+    /// This function generates a gamma distribution random number.
+    /// 
+    ///\param k shape parameter (<tt>k>0</tt>)
+    ///\param theta scale parameter
+    ///
+    double gamma(double k,double theta=1.0)
+    {
+      double xi,nu;
+      const double delta = k-std::floor(k);
+      const double v0=M_E/(M_E-delta);
+      do {
+        double V0=1.0-real<double>();
+        double V1=1.0-real<double>();
+        double V2=1.0-real<double>();
+        if(V2<=v0) 
+          {
+            xi=std::pow(V1,1.0/delta);
+            nu=V0*std::pow(xi,delta-1.0);
+          }
+        else 
+          {
+            xi=1.0-std::log(V1);
+            nu=V0*std::exp(-xi);
+          }
+      } while(nu>std::pow(xi,delta-1.0)*std::exp(-xi));
+      return theta*(xi-gamma(int(std::floor(k))));
+    }
+    
+      
     ///@}